Using this device

I purchased this at Apple store; saleman believed it was configured to accept downloads from both Macs and PCs--he was wrong.  At lesson yesterday, device was re-configured so I could download files from my pc to new Apple Powerbook.  I have connected device to computer and got  pop-up blurb that a new device was recognized and ready to run.  Salesclerk said I would access the device by going to My Computer, which I have done, and the new device is not listed.  How do I access it? (I have never used an external drive before.)