New My Passport Ultra won't work on desktop with Windows XP

I just bought a new My Passport Ultra and I have a desktop with Windows XP. When I plug it in the USB port it shows it’s found new hardware and goes to the set up wizard.them proceeds to say the software can’t be found for a proper set up. I never had this problem before and wanted to know is there a drive I needed to download etc?

most new WD hard drives are factory formatted GPT Partition Style
… which ain’t supported by Windows XP 32-Bit (only MBR Partition is)
http://support.wdc.com/KnowledgeBase/answer.aspx?ID=1695

I tried it on my laptop that has Windows 7. It showed the device in My Computer but when it went to do the set up it just hung on the set up bar when installing files. I never had it take that long. When I closed that and went to safe remove. My Passport showed up but it was grey and gave me no options to remove the device. My guess is that the drive is defective?