Is that your (as in "you") login username, "dellc400", as shown
in Properties' window?

If not, that might be the problem -- not being the owner.

I have no idea how, during my quick test, it picked up my username
as the owner unless the system assigns ownership to whomever is
logged in when a USB device is plugged in.

From a command line, a "ls -l mountpoint" would reveal exactly the
nature of the problem regarding {owner, group, other} permissions.
The "mountpoint" would be /media/whatever with "whatever" being
that which is shown by a "df" command.

> [...]
> A search under "The Permissions Cannot Be Changed" has not
> enlightened me. Here is an example:
> ubuntuforums.org/archive/index.php/t-278899.html

I agree. Again, the "ls -l" will show what's causing the problem
(unless, in fact, the drive is write protected as another respondent
mentioned; half my thumb drives have write-protect tabs and the others
do not).