Backup error right out of box

I just got a 1 Tb drive. I have it directly plugged to my Windows 7 desktop via usb. Driver software installed, says “Your device is ready to use.”
Then, “The backup catalog could not be loaded for the following reason:
An operation on the global catalog failed because the catalog is corrupted. (0x80780001).
Should windows erase the backup catalog and create a new one?”

What does any of this mean? Where is the global catalog?

I clicked yes. “The backup application could not start due to an internal error:
An operation on the global catalog failed because the catalog is corrupted. (0x80780001).”