SD & XD cards have a little slider on them that 'protects' the data. It can be moved by accident during handling. (look for a switch that says 'lock' and an arrow, then move the slider in the other direction to unlock it)
I've gotten bit by that stupid slider often enough that I now super glue the darn things in the unlocked position when I get a new card!
If that doesn't do it, copy the files to your hard disk, then reformat the SD card.
Good luck.