Write protection

Sir, i have purchased a new pan drive of 8 GP and first time I copied some audio and video files therein, but when I attempted to delete those files they did not deleted and error appeared "the disk is write protected'. Thereafter I followed the instructions got through internet i.e.
(1) right clicked on pan drive went to property then sharing and then permission and then did full controll enable, but failed.
(2) went to regedit had tried to change the value to 0 (which already was '0') in storage device policy in head write protect, but failed.
after adopting both the procedures I restarted computer but it still exists and shows error when I try to format the removeable disk as "the disk is write protected'
Please help me to get it formatted.

Apart from this I also used command prompt and went to its specific disk number and then tried with command format j:, but it showed that use the other disk and it failed but only folders of audio and video files (i.e icons) were deleted, but space of removable disk drive still showing free only about 4 GB whereas all the folders have been deleted but format command is not going to be completed and shows errors 'disk is write protected'.