I recently made the mistake of dragging and dropping my computer files into the Ex Hard Drive I recently connected to my computer. Therefore, this did not copy the files to the Ex HD but simply created a connection or link between my original files and the backup files for the Ex HD. Now when I delete files off on my computer's hard-drive it also deletes them off of the Ex Hard Drive. How do I "unlink" these files? I am afraid that if I erase the files from my ExHD that it will also delete my computer's files.
That is not how it should work. If you drag and drop files from your computer to the external hard drive it should copy them so that they're in both places. I don't really know what could have happened to result in what you're describing.
That being said, if you disconnect the external drive do the files on your computer work properly? If they do, just use a different computer to format the external drive.