How to use an external hard drive on a MacBook Air?

Hi there.
Recently I bought a portable USB external hard drive for my MacBook Air due to my full startup disk. I also bought multiple disks for the hard drive. I inserted the disk, hooked up the USB, and did everything properly. When I first hooked it up, I lost all internet files that I had saved. All images, videos and downloads (such as Minecraft and other gaming downloads) from the internet were gone and unable to find.
Now, I don't want to make the wrong move and lose all of my internet files again, so I am asking how to transfer files SAFELY to the USB without any files being deleted. I tranfered files before, but they were just short cuts to the original file, so I am also asking how to fix that as well. My Dad was a computer technician, although he didn't work for Apple, so he doesn't know how to use the USB.
I've tried everything to find my internet files, but nothing. If there is a way to get them back, I'd be glad if you shared that with me. My dock files aren't working due to this insanely full startup disk, so I'd appreciate it if you could tell me ASAP how to use the USB, how to SAFELY transfer files without them turning into shortcuts, and how to get my internet files back.
Thank you very much.
P.s My OS X version is 10.8.3 (Not with Mountain Lion)

You cannot format a drive so that files will be automatically put on that drive when you run out of room on another drive. Transferring the files must be done specifically by you. You will need to learn how to manage free space on the SSD because 64 GBs is a bit small for much more than OS X.
Drive Partition and Format
1. Open Disk Utility in your Utilities folder.
2. After DU loads select your hard drive (this is the entry with the mfgr.'s ID and size) from the left side list. Click on the Partition tab in the DU main window.
3. Under the Volume Scheme heading set the number of partitions from the drop down menu to one. Click on the Options button, set the partition scheme to GUID then click on the OK button. Set the format type to Mac OS Extended (Journaled.) Click on the Partition button and wait until the process has completed.
4. Select the volume you just created (this is the sub-entry under the drive entry) from the left side list. Click on the Erase tab in the DU main window.
5. Set the format type to Mac OS Extended (Journaled.) Click on the Security button, check the button for Zero Data and click on OK to return to the Erase window.
6. Click on the Erase button. The format process can take up to several hours depending upon the drive size.

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