Moving I tunes media folder to external hard drive

I have followed a guide that was put on the forums for this and it temporarily worked however, every time I disconnect the external hard drive and open I tunes to see if it has worked it seems to create another I tunes media folder, is their something I am missing?? Or does it create a new one every time I tunes is opened. (the guide explained that when you have selected a new location in the advanced preferences you can delete the I tunes media file from your old hard drive, as the location of the file has been changed I expected it not to open properly when I disconnected the new external hard drive, but it did and created a new I tunes media file in the old location, so checked preferences again to see the location and it has reverted to what it was in the first place! Any help would be greatly appreciated!!!!!!!