HD needs formatting after a few days use

I just got home today to find an error message with some downloads to my new Western Digital 160GB hard drive. The folder they were being saved to wouldn't open, and asked me to format the drive whenever I tried, though I could still run files from the rest of the disk, just not that folder. Now I've restarted my PC and I can't access the HD at all. Though, when I look at Disk Management, it says the HD is 'healthy.'

I only got the drive last thursday, and didn't install it until saturday. I've lost about 6GB of data, which isn't the biggest problem as I can get it all again, but I'm worried about it going wrong so soon. I'll try formatting it again and hope that it remains stable this time, but does anyone have any advice on how to do this in a way that won't cause it to just need formatting again in a couple of days? And is this a common problem to have with a new hard drive (and seeing as I'm not too good with computers and may have installed it clumsily) or is it a sure sign that I've been sent a dud?

If it helps to know, I'm running Windows XP and the computer itself is only a few weeks old so it shouldn't be down to anything being worn out or outdated (at least I don't think so). I also have a Maxtor 40GB drive that came with the computer that I have set as master, which is working fine.

I'm really hoping I don't have to send it back as it'd mean being more hassle than it's worth, so if anyone can help at all before I try formatting it again I'd really appreciate it.

Edit: It's internal, by the way.

Id reformat and make sure everything is securely plugged in - power cables, ide cables etc.

Could also be a virus . Reformatting would get rid of that to.

You get viruses very often when you download a lot of stuff off the internet, especiall with kazaa