I hook my ext hd to one comp and it works fine when I hook it up to my other comp it only plays audio in the media player one that works is vista the one it doesn't work is xp windows media player 11.0.5

Check your codecs

As mentioned, seems you need codecs on the xp machine

Download and install with recommended settings and should be OK after installed
Download XP Codec Pack 2.5.1 – XP Codec Pack is one of the most complete codec packs (http://www.xpcodecpack.com/)