HDD is not dedected.

First of all check its connect properly If you are using windows xp Go to device manager and check usb drivers properly installed if there showing unknown device uninstall it and unplug and plug again then scan for new hard ware if you have USB drivers install them.....

the first thing that pops up in my mind is a power problem. check if the hard disk starts making a 'spinning' noise when you plug in the power chord and turn the disk on. when you hear a ticking noise instead, it means the disk is broken. be sure it only makes the spinning noise. if it does, connect the usb-cable between the disk and the computer. if the disk is not recognised, replace the cable. if still not ok, post what you did as a comment, and please be as accurate as possible, because this problem may have several causes.