Thanks. I think I solved the problem by doing this:
Go to Finder -> Application -> Utilities
Double click for Disk Utility
Select the external Hard Disk you wish to format at the left column
Click on the Erase tab
At the “Volume Format” select “MS-DOS File System”
I did it all over again and now it works. Strange, because I did exactly the same thing again, but never mind as long as it works.
Thanks for your help and quick reply.
Claus.