Hard Drive wiped out I think.. Heart Broken! Help!

I had a hard drive with lots of family and baby pictures. I created a folder to download some APKS for my android box. I thought the android box would recognize it as an external, but it didn't. When I took it back to my PC, my drive's name changed to LOCAL DRIVE and says you need to format the disc before you can use it. :(

What happened? Is there any hope? Please help.