Hi Kathy
Welcome to Apple Discussions
If you have a USB/Firewire External Drive you should safely disconnect it. To learn how to to this check this:
How to connect and disconnect FireWire devices
It also applies to USB Devices
"Drag the device's icon to the Trash. If you don't do this before you disconnect the device, you may damage the files on that device."
Many external hard drives are preformated for PCs, they can be read by Macs - however if you are only going to use the drive for your Mac then its best to format it for Mac only:
Do you have a backup of your Hard Drive? Whenever you buy a external drive you should first format it to HFS+ (or FAT32 for both PC and Mac)
Perform this only if you have a backup of the drive and data
Open the
Disk Utility in the
/Applications/Utilities/ folder and
select the drive in the list of disks. Click on
Erase, and choose HFS+ or FAT32 as the disk's format.
You can read here to:
Formatting a disk for Windows computers
If you do have any problems with Disk Utility then
Read here