That's because there is no partition on the drive, and it's not been formatted. To do this, right click on the drive, and it should say "create partition", it will ask you what file system you want on it, (fat, fat32 ntfs etc, etc) and then the size of the disk you want to use. Once that's done, right click the drive again and choose format, again it will ask you about the file system and then the size of the disk you want to format. Should take no longer then 30 misn or so to do it