My Book Elite get SLOW

I really hope that someone will help me.

I have a WD My Book Elite with WD20EADS 2TB
iside, connected via USB.

While copying a circa about 3GB iso file to the above metioned drive, at around 70-80% explorer just hung - everything, even desktop/explorer.exe went “not responding” and dimmed. I just unplugged the power from the surge protector and then did a hard reset (by pressing the button on the case ; and yes, i realise that was really bad and stupid lol).

I took the disk out of WD’s casing and connected it to my PC via the standard internal SATA interface, After booting the OS, the disk didn’t show up in the Computer window, so i opened Disk Management and it asked me to initialize the disk and gave me a choice between GPT and MBR - the whole 2TB is marked as unallocated space.
Which one Should i choose? GPT OR MBR?

If i do that, will i lost my all data?

Yes, you will lose the data. GPT or MBR depends on partitioning method to use and your current Operating System. For Modern Systems like Windows 7 and Windows 8, GPT is recommended.