OS 10.5 - Odd HDD behaviour

I have recently been having a very odd problem. Ever since owning a mac I have been storing all my videos etc on an external HDD without a problem.

For some reason when I do this now it copies the last file I put on there.

For example if I copy "transformers" on to the HDD and its on there and works fine. Then a few days later I try to copy "ironman" to the HDD and it says it's copying and the file it copies over is called and is transformers. (Even if transformers is been deleted)

After copying and deleting a couple of times it seems to work it's self out but it's just weird. I hope I have explained this ok. It's quite hard to explain

Hope someone somewhere can help