never used an external USB drive, so this is just a guess.
Sometimes when you add a brand new HDD to your computer, you will find that because it is not formatted it will not appear in My Computer, to get round this try the following:
click Start> Control Panel> Administrative Tools> Computer Management>
You should see a list to the left, under the heading Storage you will see disk management
You will probably see your disk in this list, Right click on the disk and choose Format.
When you have finished formatting the disk, it should appear in My Computer.
This works when adding new SATA disk drives, however I have never used an external USB drive, so you will have to post back to let me know if it works for you.
SE (Dave)