If its an older one (even if you bought it new) It could be flagged. Microsoft has recently upgraded their policy on auto run devices so it might see the HDD preload stuff garbage. IMO Reformat with windows and use windows backup (if that what you're using it for)
Often times if an external hard drive, headset, flashdrive, etc. has internal software that goes with it or software you have to install you're antivirus might pick it up as a "threat." If it's brand new don't worry about it.