What type of card is it (compact flash, other?)? Many of the cards have a write-protect "slider" on them, sometimes hidden on the side (yes, the very thin side) where you wouldn't think of looking.
If that doesn't work, many cameras allow you to write-protect individal pictures and/or the whole card through the camera software. It would be interesting to see if this is the problem.
Other than that, the card may be shot.
Good luck!