Unable to format usb stick

I have 4GB pendrive. while trying to formatting, it gives Write protected message. The pendrive is not having write protection notch. I have tried is on Windows as well as on Fedora 13.

cfdisk & fdisk or mkfs; nothing is working they are giving the same message that could not format write protected drive.

Disk /dev/sdb: 4016 MB, 4016046080 bytes
90 heads, 25 sectors/track, 3486 cylinders
Units = cylinders of 2250 * 512 = 1152000 bytes
Disk identifier: 0x000ae90f
Device     Boot      Start         End      Blocks   Id  System
/dev/sdb1   *           4        3487     3917824    b  W95 FAT32
cfdisk /dev/sdb
Opened disk read-only - you have no permission to write
sudo tune2fs -l /dev/sdb
tune2fs 1.41.9 (22-Aug-2009)
tune2fs: Bad magic number in super-block while trying to open /dev/sdb
Couldn't find valid filesystem superblock.