Hey there NintendoAddict8.
If you want to find a way to format it, I assume that you don't need any data out of it. You could try the methods listed in this article: http://www.wikihow.com/Disable-Write-Protection. Hopefully one of the first 3 methods helps you resolve your issue.
Some manufacturers also offer formatting tools for their devices (USB flash drives, memory cards etc.), so you could take a look if the manufacturer of your pen drive offers such a tool and try it, or try using one from another brand to see if it works for you.
Hope that helps.
Boogieman_WD