Install to USB HDD
 

Have downloaded PCLinuxOS to CD, Now I want to install it to a external HDD via USB can anyone help with that?

Same as installing in an internal hard disk.

If you have one each then the internal disk will be detected first so it grabs the sda device name, leaving the external disk to become sdb device.

Loaded fine thank you. now I have a new issue, it is asking for a password, I have no passwords on my computer at this time.

It is pretty standard in Live CD that if you log in as root the password is either "root" or nothing but the return key.

Also if you need to be a superuser in the terminal the command
will get you the root privilege in most distros.

If the distro does need a special password it will tell you by message at the screen or the desktop.