To write protect the specific drive, use the slider on the drive itself, if available. An SD card will have a write-protect slider; perhaps a USB card reader and an SD card is what you want.
To make all drives behave as if they were write protected when inserted in a specific machine, there’s a registry hack followed by a restart:
Windows XP SP2 or later:
[HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Control\StorageDevicePolicies]
“WriteProtect”=dword:00000001
With 64-bit operating systems, make that “qword” instead of “dword”.
Write-protecting all USB drives, that is, prohibiting writing to USB drives is an information leakage control measure. It should not be implemented without a formal written policy prohibiting writing to USB drives. Then this measure can be used to enforce this policy.
Aggressive Virus Defense 