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External hard drive

likely the HDD needs to be formatted using a filesystem that Vista can "see". Like NTFS or FAT.
you could go into Administrative Tools (in Control Panel) and under Disk Manager (or Management) see if the HDD is detected when plugged in. If it is, it will need to be initialized (practically a low-level formatting), then you can format it for daily use.
You can also download and install killdisk and use the free utility for that HDD. See their documentation for details. Pay attention as to which HDD you select for erasing, you don't want to do that on your system drives. Then the HDD will be zeroed and ready for formatting in Windows.
If the HDD is not detected using either of these methods, it is likely that the controller is bad. You could RMA it.