Windows PX and Vista have a utiity called Disk Management which allows you to see how big your hard disk is and how much of it is formatted.
In XP you go into the Control Panel, then chose "Performance and Maintenance" then "Administrative Tools"
Within Administrative Tools open Computer Management and you wil see an option on the left called Data Management.
If you select that it shows you what disks you have, how big they are, and what partitions you have on each disk.
I assume it shows you extenral drives, must admit I have never used an external drive that plugs into the USB port.