When "deleting everyting", did you format the drive?
Check what file system the drive is using:
1) Attach the external drive to a computer.
2) Open "My Computer" in Explorer.
3) Right-click on the external drive, select "Properties".
4) Check what "File System" says.
All devices can read FAT32 file system, but it has a file size limitation of about 4 GiB, so you can't store very large files. All external storage comes formatted in FAT32 out of the factory. If the file system is already FAT32, the problem lies elsewhere.
If the file system is NTFS, this is probably the problem. It is much better for Windows use, but not all appliances support it. To fix it:
5) Make sure you have copies of all files you want to save stored elsewhere (other than the external drive).
6) Format the drive by right-clicking in "My Computer", then selecting "Format". Select "FAT32" as the file system.
7) Copy the needed files back to the drive. (Remember, you can only store files whose size is at most (4 GiB - 1 byte).