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Give us a full description of your removable external HDD, manufacturer, model, size, USB, eSATA, or IEEE 1394.
Then go to Disk Management, in the lower graphical section and please list what it say in the Disk Status and Volume Status section.
The Disk Status section on the left should read something like: Disk1, Basic, xxx size, Online. (does it say Foreign here?)
The Volume Status section below the colored bar should read something like: volumeName, driveLetter, xxx sizeMB, Healthy (Primary Partition)
Also, when you attempt to write to it, does it ever say "Read Only"?
That will help get you started in pinning down the problem