WDTV Live doesn't see External Harddrive when hooked up directly

When I first got the box, I upgraded the firmware to the latest one, so I think it was 1.06?, not 100% sure what firmware. But I haven’t upgraded or downgraded the firmware at all since doing it at the very beginning before every plugging any external source in.

My WD External is formatted the basic Mac compatible way I guess, which I assume is SATA? 

Do you think if I turned on media library and plug it in would it work? I realized that is something I haven’t done yet