External Hard Drive not allowing Macbook enough Privileges - HELP PLEASE

Hi all,
Im new to the Apple Notebooks, bought my Macbook pro yesterday.
I need your help with moving pictures etc to my external hard drive which is a Buffalo DriveStation 2TB USB 2.0...
I've tried a few online video's explaining the "Change your import storage to the External hard drive" etc and holding and dragging into my hard drive but no hope.
My mac pops up with something like "OS X doesn't have enough privileges" also another note came up "Microsoft Software is not supported on the OS X"
Any tips or should I look for a different hard drive?
Any help with be much appreciated.
Thanks
Jo.

The drive is probably formatted in the Windows NTFS format. you need to format it in the Mac format. Mac OS Extended (Journaled) with a partition table of GUID. You do that in Disk Utility.
Go to the Utilities folder in the Applications folder and open Disk Utility. Select the top most entry for that external, it will have the drive model and size. Click the partition tab and then select one partition from the Partition Layout area drop down. Make the Format as stated above and then click the Options button and set that to GUID. lose the Option window and click the Apply button. All data on that drive will be erased so if you have Windows files on it that you want to keep save them to a Windows computer before you start this process.

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