I just bought an External Hard Drive

Ok… I just bought an external hard drive that a guy that works at best buy said was best for gaming. However, when i installed my games to the external hard drive. the game played through the first little opening senerio and then when it comes down to loading the rest of the game… The a screen pops up saying that my application has crashed… Could someone tell me what i’m doing wrong???

A bit more information would be helpful:
What game is it?
What are the (exact) words of the error (post a screenshot if possible)?
Does it support installation to an external drive? Check out the FAQ at the game manufacturer’s website/ documentation for this.