Exporting to external HD direct from camera ?

Why can't I export direct from camera to external hard drive ? I can drag and drop from my archive but as soon as I try direct from my camera to the hard drive with connecting cable, the camera tells me it is not formatted. Why do I have to download from my camera to my computer first before I can transfer any clips to the external HD (no external power) If it accepts stuff from my archive, presumably there has been a conversion somewhere. I am reluctant to re-format my external HD, lose everything already stored there, and find i can transfer from the camera but not from the computer ? I want to do both. (I have a Sony HDR XR350VE handy cam plugged into external power)