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I mount flash usb disk with 'mount /dev/sda1 /mnt/flash' as root, all others can read and execute, but not write in this directory. When i run 'chmod a+wrx', the rights remain the same.
Is the filesystem on the USB device vfat? If so chmod won't work, vfat doesn't support unix-like permissions. umount the device, then chmod /mnt/flash and use the umask option when mounting to allow users to write to the device.
When it's mounted you can type 'mount' into a terminal to see the filesystem. If you change it to ext3 (ext2 = only if necessary) then it won't be accessible in 99.4% of Windows machines so if you wanted to share something you're killing your chances. Using the umask option will work fine for you and let you stay with vfat, check Google for exact usage but it's very easy
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