I haven't tried to connect more then 1 HD to my router yet, so I can't tell for sure, but I was thinking of:
Before you return it as broken, it might be something else.
Did you try to remove the harddrive on the first USB port and then try the second one?
It could be that the first hard drive is using to much power for the internal USB hub.
Did you try to connect something else like a web cam or printer to it?
It might not be solution, but just to try a few different options...