External HD question

I installed an external HD to save space on my internal HD (laptop on desktop emulator setup). The only way I've been able to access it is go to MS Windows Explorer - My Computer and type in J: in the address bar. If I leave that open I can see the HD in some programs but I can't do a "save as/to" because it doesn't show as an option. Is there any way to set the computer to recognize it from all programs or Internet Explorer? I have so many photos (too many?) and it would be a huge help to move them to the external HD.