Several guesses, since we don't have a dmesg or any other information:
- wd0 is the wrong device name. Perhaps the device is sd0 or sd1 or wd2.
- The device is read-only. Either it is physically strapped R/O, or, perhaps you are running the OS from within a virtual machine which does not have write access to the disk drive (file, or physical device).
If you don't like either of these guesses, provide more information.