Did you setup a Workgroup?
Try accessing the shared Ext HDD this way.
Click on Start and type \\ComputerName\SharedExtHDD
press enter. The Computer Name can also be replaced by an IP Address. You may try both.
It will be better if its a Network Attached Storage (NAS) Device though, just plug it in by using a Network Cable to the Router's LAN Port or a Network Switch and the shared files will be accesible quickly.