This is just a guess and someone else may have a better answer, but it sounds like Vista is considering your external HD a networked drive for some reason, and since Lightroom catalogues can't be on a networked drive, you're getting this message. I'm assuming you can read this drive from your laptop (i.e. view files, etc.) Might be an idea, anyway.
Of course, Vista has so many bugs it could be something completely different.