I just purchased a Belkin Router f5d8235-4 v2. It has a place to connect an external hard drive so that the network can share the hard drive. I have a 250 Gb Western Digital hard drive that I have tried to connect but I haven't been able to get it to show up on my computer. The router has a light to show that it is connected and the hard drive powers up but I can't find it anywhere on my computer

Yes I did. I finally called Belkin support center after trying to fix it myself and they told me that my external hard drive model was not supported by the router and that I would have to get a different hard drive if I wanted to connect one to the router.