2TB WD external hard disk stops coping at 38.7gb, starts making noise

I bought a 2TB WD 2 days back and I tried to copy my movies from my hp15 laptop to the hard disc but it stops copying once it got to 38.7 gb and the hard disk starts making a clicking/beeping noise. What do I do please.

Try formatting the drive and then re-try to copy the data on it.