Lost WD External Hard Drive

WD External Drives External Drives for PC
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I am using Win XP in my new message After yesterdays problem trying to transfer data from a hard drive to an external hard drive, I found it on ‘computer management’ it said unallocated? I assigned the letter ‘F’ to it,   but every time I click on the external hard drive it wants to format it? I have about 4 years of work stored on it, is there any way to stop the formatting and save my work? Aside pulling the plug? Any help from anyone would be greatly appreciated.