Help me please. Problem with read only files

Hi,

I am newbie in Linux and becouse of this I may look stupid asking this question. So I have useless files on my USB Pen (Flash Memory) and I have to delete them. But when I try to do this the system tells me that the files are Read-Only. I need that USB Pen so please help me to delete this files. Thanks.

P.S. I don't know what information I have to post , and how to get this information too.