|Is the problem with the external CD/DVD or the hard drive. Your title and text tell 2 different stories.|
Assuming it is an external Hard Drive then:
Have you partitioned and formatted the hard drive?
Run Disk Management , partition and format the drive:
1. Press Windows Logo+R , type diskmgmt.msc in the box, and click OK .
2. If the Hard drive is working you should see it graphically represented in the disk management window and it will show it as unpartitioned.
3. Partition and format it as you require
☺ When everything else fails, read the instructions.