NEW LAST MINUTE. Just in case it could be useful for someone else, or, as it used to say: TO WHOM IT MAY CONCERN.
Believe it or not, all facts indicate that the culprit of my external disc problem is ESET Smart Security 5 (ESS-5).
Looking for a solution to that problem, besides contacting Computer Hope I have contacted a lot of people.
A relative of mine, who also use Windows XP Professional and ESS-5, told me, just minutes ago, that he had same problem, but his neighbor, who uses ESS-5 and Windows 7, has not.
So my relative contacted ESET support in San Diego (USA), allowed its technicians access to his PC and they couldn't find or solve anything. But when my relative uninstalled ESS-5 and reinstalled ESS-4 the problem disappeared completely.
So, he reinstalled back the ESS-4 and contacted the ESET technicians again.
They did their job, after entering my relative's PC, unistanlled ESS-5, reinstalled ESS-4 and when the external disc problem disappeared immediately they asked my parent to stay with ESS-4 while they submit that problem to the technical people at ESET European HQ.
What worried to me is that this happened middle of last October and ESET hasn't provided any solution till today.
Consulting my registers I found out that my external disc problem showed up just when I upgraded from ESS-4 to ESS-5. The funny thing is that if I disable ESS-5 now the problem doesn't disappeared, and same thing happened to my relative. The solution required to completely uninstall ESS-5.
I'm a bit sad because I have been a fan of ESET for years, but I don't understand why ESET hasn't solved this problem yet. Did they forget about their Windows XP customers?