It's likely that your hard drives are all formatted with one large partition.
The major advantage to splitting up individual disks into multiple partitions is to soften the blow when you need to reinstall your OS. This is achieved by putting your OS and applications on one partition and your media on a separate one.
For Windows users, there are several third-party programs that you can download/purchase that will assist you with this process. In reality, none of these are really necessary because Windows comes with a built-in (and well-hidden) disk-management system. Let's get started.
Find the disk manager
Step 1: Open the Start menu and type "disk management" into the search window. Click on the entry that appears labeled Create and format hard-disk partitions.
Create empty space on the hard drive
If didn't build your computer, the chances of having unformatted space is pretty unlikely. If you actually do have unformatted space, or you just bought a new hard drive and are partitioning it, you can skip this part.
Step 2: Recent versions of Windows are capable of splitting off unused parts of your hard drive into newer partitions (with older versions, as in Windows XP-era, you'll probably need to freshly format the drive). To do this, select the drive from the list in the bottom pane of the window.
Step 3: Right-click on the main partition of the drive and select Shrink Volume. The program will then calculate how much space it can split off. The time it takes will vary based on the capacity of the hard drive.
Step 4: In the window that appears, enter the partition size that you want to cut away from the main segment. Note that the size is in MB, and there are 1024 MB in a GB. Click the Shrink button once the size is to your liking.
Select and format your partition
With space cleared on your hard drive available for partitioning, you are ready to set it up for use.
Step 5: Right-click on the empty partition, labeled Unallocated, from the bottom pane. Select New Simple Volume... from the menu that appears.
Step 6: A wizard will appear to walk you through the formatting of the partition. It will prompt you for the desired size of the partition, allow you to set a drive letter for the partition, and select the file system (you'll most likely want NTFS). A summary of your choices will be displayed before any formatting occurs.
Once the format is completed, a new drive will appear for use in Windows.
(Optional) Step 7: Move your media onto the newly partitioned drive!
For best results when splitting your disk into partitions, a nearly empty hard drive should be used. The more data you have, the more difficult it will be for the operating system to separate a partition large enough to be useful. If deleting your data isn't an option, try running the disk defragment program to move space around.