Make sure you drag and drop the photos to the folder on external drive by holding them through the centre of the thumbnail (not the border)
You can refer this tutorial : http://tv.adobe.com/watch/adobe-evangelists-julieanne-kost/how-to-copy-files-to-an-externa l-hard-drive-in-lightroom/
OMG thank you SO much! That did work. ..So I am wanting to export thousands of photos (about 10 different folders) into this external folder... Is there a way to do that so that I have them organized instead of all in one big heap? Thank you thank you!!
Actually I figured it out.. Thanks again so much! You literally saved my day/time. Thank you thank you
glad to help