Hard Drive won't get recognised

Hello,
I am at my wits end. I have an external hard drive for the last 5 months and it was working fine in my old laptop. That was a siemens laptop. I then had to get a new one and I purshased a toshiba. The hard drive will not get recognised on the computer at all. sometimes when i plug it in a windows installation window comes up but i got no software with it ti install it. It use to self install but won't do this anymore... Can somebody please help me.
Also, i am a bit clueless when it comes to computers so directions will have to be simple. Please and thanxs....
:*(