On the side of a SD card there is little groove/notch with a small plastic slider in it. That slider needs to be in the closest position it can be in the direction of the reader pins. Here is a video sowing you how to unlock the SD card. Here is a video showing you how to fix this problem if the little slider is broke or missing.
But there are also instances where the slide switch will not correct the problem. One example is trying to use a 4GB or higher SDHC card with an older camera made before SDHC format came out. There are also other common causes if the above didn't help, with troubleshooting steps for this problem listed here.