External Hard Disk Self Ejects?

I have Windows 7 Professional 64Bit installed on a 250GB internal hard drive. I also have a 750 GB secondary drive installed in the system. When I connect an external hard drive to the computer and try to transfer some files (in this case a Windows 7 SDK DVD iso), the external hard drive self ejects and the transfer gets interrupted. The very next second the hard drive comes back on. I have made sure that it is not the external hard drive at fault as the same issue occurs with my flash drive and also my friend's external hard drive (with different files.) I usually did not care and retry it, but recently I have been loosing files when the hard drive ejects itself and it has started to get annoying. Sometimes the file just dose not transfer no matter how many times I try. All that happens is the hard drive gets disconnected and connected again till I just let it be.