You need to reformat the drive to suit the Mac.
Plug it in, and go to Applications>utilities>disk utility and open disk utility (double click)
You shouls see the drive appear on the left hand side bar, just below your main HD.
Highlight it, and then go to the "erase" tab.
Under the drop down vloume format bar, select (Mac OS Extended Journaled) and click erase. This will format the drive for use solely with your Mac.

If you want it for use with Windows too, then you will have to use another program.
Report back if that's what you need.