To check your disk for errors you will want to right click the Start Button and select Command Prompt (Admin) from the menu of administrative tools. You will then want to enter the following, where x: is the volume to be checked for errors, and press enter
to initiate disk checking. You will be asked if you would like to run on restart if the volume cannot be locked, most likely because the volume contains files in use by the operating system.
chkdsk x: /r
You will need to run this check on each volume in question to look for errors.
More information on Chkdsk is available here on TechNet.
As Kelvin points out, you will also want to ensure that your system has the latest drivers for the USB chipset to ensure that there is no bandwidth bottleneck in communication between an external drive and internal.
If neither of the above resolve the issue, you may also want to consider using the diagnostic tools provided by the drive manufacturer to perform a more in depth analysis of the disk and to search for potential physical malfunction.
Brandon
Windows Outreach Team- IT Pro
The Springboard Series on TechNet