Can my WD media player be connected to pocket HDD

Does anyone know if I Can connect my WD media player to a pocket HDD (that being one without a mains power supply ) it gets it power from the USB port I am not sure if the WD MP can supply the power to the HDD

Yes, you should be able to. 

I cannot vouch for all pocket HDD, but I have one connected to my Live and it works OK.