common things to check.
formatting of the drive, some only like "fat32"
no more than 99 songs in a directory
does the hard drive spin up or does it sit there making "ticking" noises. if its ticking its not getting enough power via usb.
check the manual and make sure there is no maximum limit to the size of the drive that it can read from. it might only be able to see up to 1GB for example.
if you brought it from a shop, take your drive into the shop and try it on a unit there.
if it still dosnt work in the shop, get a refund or swap it for one that does work with yoru hard drive? additionally if you asked the sales person for one that you can plug your hard drive into and they said this one should, you should not have any problems swapping it. as they mislead you