Some U Drives come with a switch which can easily make the U Drive write protected, but most U Drives do not have this feature. The following 2 free program can virtually enable this feature on your PC.
Thumbscrew adds a icon in the system tray. Right click the icon, choose Make USB Read Only, and reinsert the U Drive, you will not able to copy files to the U Drive until you select Make USB Writable.
USB Write Protector is doing the same thing, but it has a standalone window lets you choose the USB Drive status.
I have to say, none of these tool meets my expectation. We carry and use the U Drive anywhere, but not all of the desktops have these tools installed. Maybe the following program is more practical.
Rohos Mini Drive [via Download Squad] is a freeware used to create hidden, password protected partition on USB flash Drive. People can not see the partition unless have the Rohos software installed, and even if they see the partition, they still need to enter password to access the files on that secret partition.
Do you have any other suggestion, let me know by dropping a comment:)