Ubuntu could not fix the problem. But it was a good exercise that let me experience ubuntu. I am quite impressed with the feel and touch. Maybe one day I can download it to one of my machine.
But I did find a way to format and erase the drive. I first went into Device manager to disable the Virtual CD. Then I went on WD's site to update the firmware. It as the password and I keep putting something in. After a few times, it gave me an option to erase the drive, which I did.
Now I see the WD as just another drive on my USB connection.
Thanks.