Sounds like your power settings (Control Panel/Power Options/Change Plan Settings/Change Advanced Power Settings/Hard Disk) is set to power down your HDD after some period of time. Go there and change as desired.
Oh, thanks for the answer. It saids it turns off the HDD after 20 mins. But how do you make it on all the time? Or there's no such that option, and I have to make it over 9000 minutes?