Problem with external hard disk and MacBook Air

Hello, I just bought MacBook Air and external hard disk for mac. I put the plug of external hard disk in and I tried to drag some files from the desktop onto the external hard disk but the files were freezing on the desktop so I closed the finder and opened again. The files are in there but there were also the freezing files I dragged them in still on top of everything so I restart the computer and those freezing files were gone. If I drag the file from external hard disk to the desktop, it is ok. No problem at all. So I tried again by dragging the files from the desktop to the name of the external hard disk in the side bar and it worked perfectly and no freezeing. I already tried to repair and reformat in Disk Utility and the problem is still exist.

I have tried with my other external hard disk 'my passport' and there is no problem when I dragged the filed into external hard disk.

I went to the store and they tried with other MacBooks and it worked perfectly with their MacBooks. The store changes the new one with other brand for me and it still has the same problem.

I already tried to reinstall Mac OX S and the problem still exists. Other external hard disks work perfectly except all external hard disks which are designed for Mac.

Any clue?