Open up a console (cmd.exe) and type diskpart. Type list disk then select disk 0 (change the 0 to whatever number your USB drive is. Type detail disk and check the "Current Read-only State" and the "Read-only" attributes. If it says "No" for the first and "Yes" for the second, your USB drive may be going bad. If it's the other way around, then it's a policy/program messing with it. If this is the case, back up your files on the USB drive, open up another console and type (again, replace the 0 on select disk 0 with your USB drive number):
diskpart
list disk
select disk 0
clean
create partition primary
format fs=FAT32 quick
Safely remove the USB drive and try it again.