I was having the same problem with my Western Digital external.
If I plugged it in with the computer off windows would try to boot from it.
If I plugged it in after windows would start, windows would not detect it.
What fixed my problem:
Going into the BIOS and making the boot devices 1. CD-ROM 2. Hard Disk and taking "Removable" off that list.
When I restarted after that windows started fine and it also detected my external after that.