Cannot Erase/Format External Western Digital "My Book" Hard Drive

I have a brand new Western Digital "My Book" Hard Drive that I would like to use for SuperDuper clone backup. I am attempting to format the disk for Mac-OS Extended first.
When I connect the HD to my MBP via USB, an error message pops up saying "Disk Insertion - The disk you inserted was not readable by this computer." I then enter Disk Utility. The Western Digital HD is shown in the left pane as a 596.2 GB External Media. The Volume Format is shown as MS-DOS (FAT).
I attempted to erase/format for Mac-OS Extended (Journaled). Selecting the volume in the left pane and then clicking erase returns the error message "Disk Erase Failed with the error: File System Formatter Failed." Just for kicks I tried to erase/format for regular Mac-OS Extended, same result. It will let me erase/format for MS-DOS (FAT), but that's how it's already formatted and doesn't help me.
I tried to erase/format on my wife's MBP, exact same results. Am I doing something wrong or do I have a problem with the external hard drive?
Any help appreciated.
Thanks,
Barry

Thanks for the feedback. Good computing and welcome to the Mac world. Since you're new, see these:
Switching from Windows to Mac OS X,
Basic Tutorials on using a Mac,
Mac 101: Mac Essentials,
Anatomy of a Mac,
MacFixIt Tutorials,
MacTips, and
Switching to the Mac: The Missing Manual, Leopard Edition.
Additionally, *Texas Mac Man* recommends:
Quick Assist.
Welcome to the Switch To A Mac Guides,
Take Control E-books, and
A guide for switching to a Mac.

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