If you mean an external HDD then try connecting it when your computer is shutdown and see if that fixes the problem.
External HDDS function somewhat differently to a USB flash drive or memory stick. For a start they are installed under different categories in Device Manager:
- Portable Devices > devicename
- Universal Serial Bus controllers > USB Mass Storage Device
Portable devices can connect through MTP (Media Transfer Protocol) whereas Mass Storage Devices cannot.
There's other more technical differences too.