You could be lucky and find a tiny switch on one side of the stick, then again, you might find a Linux system feels far less precious about these things than Windows.
There's a Registry tweak you might like to try but I'm sure you already have. Back the Registry up by selecting Export from the File menu before doing anything else then navigate to this key:-
HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Control\StorageDevicePolicies
where you should find Write Protect in the right hand pane. If it isn't there, right-click that pane and select choose New DWord, type Write Protect and press Enter. If you create it yourself, give it a value of 0 (zero) but if it was already there, make sure that is its value.
Leave the Registry from the File>Exit menu, remove the stick and restart teh computer. Try the stick again and it might have worked.