Have you checked to make sure the card is not locked by checking the slider switch on the side of the card?

http://www.tomshardware.com/forum/54413-5-cards-write-protection-switch

This is from a JVC manual:
Appears when you attempt to shoot digital still images when the write protection tab on the SD Memory Card is set to the "LOCK" position.

Appears when you attempt MEMORY SELECT menu operation with a write-protected SD Memory Card loaded.