Hard drive says "Application not found"

I recently installed a hard drive onto my computer. It had previously been used, and has windows on it, although I am not booting from it. I would like to take some files off it before I format the hard drive. However, when I click on it to open, it says "G:/ Application not found".

Also, when I try to format it, it says I have application running from it, although I do not, and when I try to format it using an outside program (CCleaner), it says Access Denied.