Firstly you need to double check that you have files on the external drive.
Don't go to Shows/Files, instead go directly to files to view whats on your device. This will let you know if your device is working or not.
Assuming your device is working. It may well be that your files are not being identified.
Go to the setting menus and look under File Sources and then unidentified files. Are your files in here unidentified? If so, then there are many posts on this forum on how to correctly name your files (or how to manually identify them one by one).
Additionally you may want to select how to view your media in the media setting. Do you forsee yourself only viewing local content, or a mixure of both local and online, or only online. Myself, whilst I sometimes view online content, I have it set to only display Local content on the Shows & Movies section. It may well be that you have it set to only display Online content.
Boxee Box FW: Latest official + latest Boxee+Hacks
Boxee 1: A2E, Attached to LG 46" 3D LED, 1080p
Boxee 2: Attached to LG 42" LED, 1080p
Boxee 3: A2E, Attached to LG 50" Plasma 50PX4D, 720p
Boxee 4: A3E, Attached to Samsung 36" Plasma, 1080i
Home LAN: Powerline AV (Belkin)
NAS: 1 * QNAP TS-412 (6TB / RAID1) using NFS
NAS: 1 * Buffalo Linkstation Live LS-CH2.0TL, using SMB
Switches: 2*GigE (8 Port)
Broadband: BT 8Mbps ADSL, Home Hub 3 Router
Physical Connections: Cat6 GigE