Snow Leopard doesn't detect both a NTFS and a FAT32 external drives

Both my first Mac yesterday, a Macbook Pro with Snow Leopard. Everything was going smoothly until I tried to connect my external drive.

I know Macs aren't able to write to NTFS formatted disks out-of-the-box, but nothing happened when I connected the disk (it doesn't even appears in the Disk Utility).

I went back to Windows to create a FAT32 partition on the same external disk, and I still have the same problem

Any ideas?

Is this drive powered by an external source or are you using USB power only?

poem risking

USB powered, but when the disk isn't well powered it emits weird noises and the led turns purple. The disk appears to be well connected and powered - the led is blue.

I've also tried with the Mac connected to the power outlet, supposing that power management might be causing the problem.