Permissions on Folders on WDMYCloud

I connected a WDMYCloud to our network.  I am making backups to this drive from my Windows Server 2008.  I notice that when I create the backup folder and later try to delete it, I cannot.  It says I do not have permission.  When I look at the permissions, the owner is NOT my Windows user who created the file.  I cannot seem to change the owner to one of my Windows users, nor can I change permissions on the folders or files.  They only allow users under \WDMYCloud, as if the MYCloud is a system.  I want this drive to be part of my Windows domain network.  HELP!

The Cloud doesn’t support domains, only workgroups.