Then you need to reformat the drive to Mac OS Extended (Journaled). It is currently formatted to be used with both a PC and OS X however you are running into it's limitation in that format. If you don't know how to format an EHD then please click Format, Erase, or Reformat a Drive
How is the EHD formatted? If you don't know in Finder's Side Bar highlight the drive and type Command I (I as in Ivan) and tell us what it says under Format?