All you have to do is create a folder on the new drive, (I like to name it other than My Pictures, which I would call Pictures), then highlight the My Pictures folder, and in the common tasks pane on the left choose, copy selected items to, and a box will open up browse to the external drive choose the folder and click ok,
this will be a lengthy process, I only have about 200 songs and it takes 35 minutes to copy.
do the same with each folder you wish to transfer.