this is how to write USB sticks when they are write protected. This works with WindowsXP.
*start -> run -> type "regedit"
*select "StorageDevicePolicies" in the tree.
*double click on ‘WriteProtect’ in the right side pane.
*change its value to '0'. ('1' means enable write protection).
Screen shot is below for your reference
Sources: I really don't remember where I came across this tip :-(