External Hard Drive - Not Sure How to Use It

Hi.
My MacBook Pro's main hard drive is pretty much full. I just bought an external hard drive.
Is there a way I can (in addition to backing up my most important files) somehow transfer certain files from the computer to the external hard drive (to free up space on the internal hard drive) and be able to use those files directly from the external hard drive whenever I need them?
Is there a certain way I should set up the hard drive to do this?
What kind of files should I do this with? Music? Movies? Pictures?
If it's even possible, or wise to do this, how can it be done?

It's safe to move any or all of the files that you have in the following folders:
/Home/Documents/
/Home/Downloads/
/Home/Movies/
/Home/Music/
/Home/Pictures/
/Home/Sites/
You can copy the entire folders to your external drive. Then delete them from your main hard drive to free up space. Next create an alias for each of the folders, place the aliases in the main /Home/ folder, and rename them to the exact same names. The aliases will enable all other software to access the real folders on the external drive while taking up far less space on the main drive.
Do not do the above with the /Home/Library/ folder because the alias trick does not work with that folder.
If you aren't able to free up enough space doing the above, then replace the main hard drive with a larger one. This is actually the preferable solution rather than using the external hard drive.

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http://zone.ni.com/devzone/cda/tut/p/id/3781
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http://digital.ni.com/public.nsf/allkb/07BC8D77D4E9AE258625708B007CE74F?OpenDocument
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Backing up external hard drive (connected to time capsule) using time machi

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No. It may just require a 00 Phillips driver depending upon the enclosure. Do the swap on a towel so that the little screws don't bounce away from you. You will have to pull the HDD out from the connecting plug. Do it in a straight line,don't bend it, and you may have to slowly increase pressure to get it out of the connecting plug.
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External Hard Drive - Not Sure How to Use It

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