External USB hard drive makes noises when the computer is turned off

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http://askubuntu.com – I have an external USB hard drive of 500GB. I can't tell what model it is exactly, as nothing specific is written on it and I don't have the box anymore. I use it as a backup disk. It works absolutely fine when the computer is turned on: no problems with writing or reading, and everything is done in dead silence. However, if I turn the computer off and the disk is still connected, it stays on and makes clicking noises. For that reason I only connect it when I need to back up or restore. Does that mean there's a problem with the disk, or with some preferences in the system itself? Or somethi (HowTos)