What program are you using when this occurs? Premiere Pro CS6, After Effects CS6? etc.
Premiere pro cs6, havet done any work in AF on my external drive, going to try that when I get home.
On the PC, you can assign a Drive Letter for that external in Windows, so that it will always be seen with the exact same Drive Letter.
Then, when you Open your Project on the PC, in PrPro, you should be prompted "Where is file ____ ?" Link to that "new" location, and that should be a one-time deal. Every time that particular external is plugged in, Windows should see it as the same Drive Letter.
For more on externals, see this article: http://forums.adobe.com/message/4542396#4542396
For more information on re-linking Source Files on an external, see this article: http://forums.adobe.com/message/4598705#4598705
do i need to link my files every time i go form mac to pc?
Premiere stores the location of the assets with it's filenames - if they change because you switch the system Premiere is asking for relinking...
What to do? You have to find a way to load your clips wth the same path on MAC & Win - hmmm...
Even with Network shares hard to archive...
--> But You could use a Texteditor with a macro that changes the patch systax automatically. (Premiere Pro is XML internaly)
We used a Finalcut Pro XML on Premiere Windows this way to avoid relinking.
Via "Search & Replace" we changed about 1200 pathes of source clips.