This is an easy problem to solve. the SD type card has a slider to one side that you slide away from the pins to lock it's contents. Unfortunately on some of the cheaper and some sandisk cards the slider breaks and falls off/inside the card. The purpose of this slider is so that the device reading it can decide whether or not it can write to the card. Much like the write protect on the old floppies it has no physical link to anything within the card its purely to tell the device how it should deal with the card.
The fix is simple, some say that tape over the indent on that side of the card will work, but you will need strong tape and this will fail with use as it is constantly under pressure from the write protect sensor arm in the device reading/writing the card. I've found that the best fix is to cut a bit of rigid plastic about 1.5mm thick by 4mm wide by 8mm long and using that to fill the entire indent on the side of the card, either by holding this in place with a bit of electrical tape or a more permanent way with super glue.
The plastic i used was from one of those white anti theft tabs they stick to most cd's at HMV.
Hope this helps most of you, unfortunately this wont sort out software locks but should solve the majority of SD write problems.
Avar Linqui, August 2009