If MS built the USB flash with a physical lock, (Read only, not Read/Write) then you are probably out of luck. AFAIK, all the solutions so far provided are for "software write protected" devices. In other words, devices that were originally not write protected, but became that way through a registry entry or some type of software corruption.
Probably isn't that easy, but there where a lot of locked phones who required a brief pin shorting (just google for pin unlock). Obviously a phone bought for 50$ that you can sell for 400$ turns on way more brains than a 4$ pendrive.
I now suspect the OP's device is using a ROM (Read Only Memory) chip, which by definition and design is unalterable.
If that is correct, wouldn't every ROM need it's own, unique key? I would think that would not be cost effective to produce.
There are OTP FLASH devices (one time programming, that works like a CD-R) but usually they are used for high security purposes, say to store phone's IMEIs /MEIDs or similar applications. Using them on a cheap usb device would be counter productive... (discover a FW bug in a large batch already built and you are screwed) Very likely you need just the right tool. Say the U3 pendrives had a virtual the CDROM with some portable apps preinstalled. You have to plug the pendrive to see the virtual DVD, then switch it to see the writeable section. For such pendrives a plain FW is available and you can turn them in standard pendrives making all the available space writeable. But U3s are made by well known companies like Kingston or Sandisk. Very likely the one of OP is made by an unknown Chinese OEM, so the search for the right tool could be futile.
ok I have figured it out there is a hidden item on stick if you click don't have key it will give you ether home or pro both 32 and 64 bit. so if you get ya hands on one just skip the key insert part. but ms are still s**t heads for locking the device