It would be helpful to know which distribution of linux you are using in case there is an easier way to do this specific to your distro. Don't feel bad. Is the file system currently entered into your /etc/fstab file? If you don't know, how do you normally access file systems? Do they appear as icons on your desktop automatically as they do with knoppix?
Are you sure that your file system is ntfs on an external drive? Microsoft made a big deal about not allowing ntfs on removable drives. Most removable harddrives have fat 32 as opposed to ntfs. If you try to encrypt or compress in windows using default windows tools and can then it is truely ntfs.
As to what you can do to fix this problem. Search this site or www.tldp.org
for information on setting up your /etc/fstab file. You can also find it in other locations. Usually all it requires is.
device file(usually /dev/sda1 for a usb harddisk) mount point filesystem(using their abreviations) normal 0 0