External Hard Drive Troubles?

I’m trying to transfer a few files from my friend’s external hard drive onto my laptop. The icon to safely remove the hard drive comes up, but I can’t access the hard drive itself. I have no idea how to go about getting the files, but I kind of need them. (I have Vista, by the way, and I know it’s awful…my friend likes to remind me of that often.)

Any help would be greatly appreciated.