Welcome to Tom's Hardware, @Gyan_1!
@gbb0330 is right, you need to check the external HDD for errors, but first I'd strongly recommend going to
Disk Management in Windows and check how the drive appears there. Posting a screenshot would be really helpful. I'd like you to take a closer look at the file system on the external and let us know what it is. Another thing you should try is transferring big files to the HDD from another computer to see if the error will still occur. As a last resort you could also back up all the data from the external somewhere else as well and re-format the HDD through Disk Management. The procedure will erase every file on it, but once it's freshly reformatted you will able to copy back all the data previously stored on it.
Keep us posted with the troubleshooting!
Cheers,
SuperSoph_WD