Problems transferring to External HDD

I am attempting to transfer files onto a Cavalry CAUE External HDD from my Dell Inspiron 1520. I have many media files I am trying to transfer, and after a while of transferring, the computer claims the files are no longer at the filepath I'm transferring them from. The files are most certainly there, and when I restart the computer and try again, the problem subsides but then reappears after some time. Why is this happening? And how can I fix it?