External HD Not In MY COMPUTER

Hello,

My external hard drive] worked for awhile. But, now, is not showing up in MY COMPUTER. I right-clicked MY COMPUTER, went to Disk Manager. But, once I right-clicked the unassigned hard drive in question, the only option it gave me was "help." I had no option to change the drive letter. Does anyone know how I can get it back working (the light on the HD is on)?