I have a brand new external hard drive.
Does anyone know how I can format and partition it using Linux.
By the way, what is the significance of "sda" as opposed to "hda"?

Thanks.

is it a usb drive? if it is, it should appear as hdx, where x is a letter like hda, hdb, etc. i think the difference between sda and hda is that sda is a scsi drive, but this isnt something i know that much about. but, you can try this: if it is a usb drive, plug it in, reboot, answer some possible questions (like what the device name is, fs type, options), then try this command:
mount /dev/your_external_drive_name /where/you/want/to/mount/it

ps: have you tried using a hardware mp3 player under linux? i was wondering how well they work...

It is a USB 2.0 drive. My distro is smart enough to automagically mount it.
But, it is still FAT32. What I remember when I installed linux, is a nicely presented GUI partitioner/formatter. All I can seem to find is command line programs, which I can do, but still.

Nope, never tried a HW MP3 player on linux, or any system for that matter.