New user of external hard drive

hello all i am a new user of the WD external hard drive I purchased it to down load movies and pictures on i have loaded and registered it then i down loaded one movie to make sure i could do it and when i checked it was there now my question is …is there a way to seperate the items i down load from the files that came with the hard drive my product # is WDBYNN0010BBK-OB

Yes. You can create your own folders.

Thank you Trancer for that information perhaps you can help me with another dilemma i am having
i have never used an external drive before and i was able to down load movies to it unfortunately they wont play on the TV or the PS4 i was reading in the community section and some say it needs to be formatted to a fat32 or and exfat i read the fat 32 has a 4 gb file limit so the Exfat is best to use again i know nothing about formatting so looking up in a how to do it it shows me but when i go to do it i get " the drive as Not Initialized" so it has to be initialized before i can format it I am so afraid of messing up my ext hd it was a gift this is what i have my product # is WDBYNN0010BBK-OB please any assistance you can give me is appreciated all i want to be able to do is down load movies tat i can pay on our tv or PS4 for my sleep overs with my grand kids. Thank you in advance for all your time

FAT32 has a 4GB file size limitation due to how old FAT32 is. exFAT does not have this limitation, but it does not work with some TV’s. Some people say it works fine with the PS4 but it’s not officially listed as a supported file system in Sony’s documentation.

Initializing/formatting the hard drive will erase it. Instructions are available in the following links: