This is a not an unknown issue that can occur when using Windows XP.
Just right-click the My Computer icon on your desktop and select ‘Manage’.
In the Computer Management tool click the Device Manager icon and then click the ‘+’ sign next to Disk Drives.
Double-click the drive icon and click the ‘Policies’ tab. Check the radio button for ‘Optimise for Performance’ and click ‘OK’. This enables write caching for the drive, which should prevent the error message appearing.
Bear in mind that, having done this, you need to be sure to use the icon in the System Tray to safely remove hardware before unplugging the external drive.
Hope you kept a copy of your data on the original drive.