I think the HD has to be formatted in FAT32 for starters. Is that what you've got? I do know that you have to put videos in a VIDEO folder for them to show up (or you can press triangle to get a folder listing). Don't know what the right foldernames are for music and photo. I put the obvious, PHOTO and MUSIC but the files inside those didn't show up in the XMB without triangle.
On a side note, I don't think the PS3 can read DVD-Rs made with UDF 2.x filesystem. Can anyone corroborate this? I generally use 2.01 when I burn a disc in Nero.