Hey there KaiWenek.
It seems a bit odd if the drive is new. I'd recommend that you try the drive with a different computer, or at least try it with a different SATA port and cable, to see if the same thing happens. If you do try it with a different computer, I'd recommend that you download the manufacturer's diagnostic tool (or a 3rd party diagnostic tool if the manufacturer doesn't offer one) to test the drive and see if any errors pop-up.
If the drive is new, you'll have to initialize it before you're able to partition and format it.
If the drive is not a new one, you could try formatting it by using a Windows OS DVD.
Hope that helps.
Boogieman_WD