Had anyone had a flash memory device turned read-only on you?

I recently bought a 2GB Memory Stick Pro DUO for use with my phone. Connecting the phone to my computer, I see 2 mass-storage devices being exported, one is the phone's internal memory and the other is the 2GB Memory Stick.

I copied over several hundred megabytes of MP3 files over to the memory stick and unmounted both volumes. Then I unplugged the USB cable as instructed by the phone. At this point, the phone became unresponsive, so I attempted to power-cycle the phone and succeeded. However, now the memory stick is stuck in Write-Protected mode. Attempting to format the memory stick using either the phone itself or my PSP ended in failure to write to the memory stick itself.

Checking the physical card itself, I don't see any "read-only" switch on it.

Any ideas as to what happened to it? I tried google but it seems my google-fu is weak.

Thanks,