USB External HDD's corrupting and deleting files while using Photoshop

[calvinboy24]

I setup 2 USB External HDD's and formatted them to FAT32 and granted read/write permissions. I'm using a MAC on OS 10.6. I'm able to read and write to the HDD's in Finder, but when I try editing RAW image files in Photoshop then saving them. I'm not able to re-open the files and Photoshop gives me an error saying that it is unable to parse the file to open it. Likewise, I tried moving files and folders in Adobe Raw Camera and when I tried to look at the folders in Finder, they were removed, as if the files no longer existed.

Any ideas? Are the files only for read/write as a whole file but cannot be updated directly on the eHDD (like an image in Photoshop or a document in Word)?

Thanks...