This is quite a common issue when deleting or cutting video files, as Windows explorer automatically opens the video files to try producing thumbnails for the individual files. On a USB drive, this can take a while, especially for large video files or a large folder of photos.
One option would be to open the folder, go into the View menu and select List. In the list mode, thumbnails are not created apart from for the selected file.
If you mainly have video files on the portable hard disk, try turning off video thumbnails by clicking start, Run and typing in the following:
regsvr32 /u shmedia.dll
Now, perform a safe hardware removal, disconnect the hard disk amd connect it back up again (which will close anything Windows explorer still has open) and then try deleting the files again.
You can turn on video thumbnails by running the above command without the '/u' bit. Disabling video thumbnails also has the advantage of speeding up the browsing of folders with video files in them.