My flash drive won't let me delete or add files to it

I use a flash drive to bring work between my Mac at home and the Mac at work.  It has a lot on it, but it is not full.  I can open it and get files from it, but I can't delete files from it or add any more.  I tried to duplicate it on a desktop and it started and then stopped saying I didn't have permission finish the operation.  I have tried the "Move to trash" menu on 3 different Macs.  One, a PPC G4 with Leopard, another a Core two duo with Leopard , and a 2011 MBP with Snow Leopard. 
It is a 4GB Lexar drive.
Any help sure appreciated.

Forestman wrote:
I can open it and get files from it, but I can't delete files from it or add any more.
The drive is probably formatted as NTFS (default Win file system). Without additional software, Mac OS X can only read NTFS. You need to re-format the flash drive with Disk Utility. If you're only going to use it with Macs, format it as JHFS+ (Mac OS Extended Journaled). If you're going to use it with Macs and PCs, format it as FAT32 (MS-DOS FAT). Formatting it will destroy all data presently on the drive, so back it up first.

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