Thank you SO much, Huron, your advice was extremely helpful!
Does it not see the drive physically, or can you not access the items stored on it?
If you do to disk management (start, run, diskmgmt.msc), it should show drives that are plugged in.
If it was formatted for your mac, there's a possibility that it can't natively read the file system (since windows uses NTFS and doesn't play too nice with other filesystems). Did you format it for your mac?