My HDD can't accept files and deletes what I copy

Hello,

I bought a brand new WD Elements 1TB Portable HD. But I encountered a problem on the first time i used it.

I copied 3 video folders (with sub folders inside). One contains 156MB, second contains 1GB and the third one contains 30GB. It finished copying but the Third folder doesnt show up. I was worried so I copied it all again, and the same thing happened.

I also tried formatting the HDD and copied the third folder first. It worked. And then I copied the remaining folders again but when I ejects the HDD, the folders delete itself (except the third folder).

I tried copying files again and again. it shows the folder is corrupted sometimes and I'll cmd chkdsk /f E: and it'll delete itself from the drive.

What should I do?