If there is no switch for write protection on your memory stick then try to format it in Win XP. If you get an error saying unable to format then chances are that you have a virus on your memory stick that is preventing access to it except for read. There are antivirus softwares that remove this. However if you have access to a linux OS, simply insert this memory stick and once mounted you can manually locate and remove the virus. This will solve your issue. Even XP might allow this by using the command prompt and commands like attrib -h -s to remove the system file attribs from the virus file upon which you can simply right click and delete that virus file.
*NOTE* Vista will let u do the same thing as XP, just follow the format
