Are you trying to just reset the HDD, as would happen with "Initialize" as you tried, or are you trying to recover data from it?
To attempt to recover the lost partitions, download a partition manager program, Like EaseUS Partition Master. Here is the website.
Install it and go to the main menu. There is a user manual to read. Might try the recover partition wizard, to see if it can restore your prior partitions and included data.
If you are trying to reclaim the HDD to use like new, you can download and run the WD Lifeguard tools for Windows, and reset to factory conditions. Here is their website:http://support.wdc.com/product/download.asp?groupid=606&sid=3