It seems to me that when you used the Media Center to load the music from your portable drive, all it did was to create a "Playlist". This is just a list of shortcuts to all the files on the portable drive, and not the music files themselves.
If so, all you have to do is open Media Center, and delete that playlist, then start again.
Music files do not have to be stored in your My Documents folder, but can be stored anywhere on your hard disk. To make sure you haven't copied the music files from the portable to the hard disk, use the Search function to search for one of the music files on the hard disk, (eg, without the portable connected). If the search finds the file on the hard disk, then make a note of that folder, navigate to it, and you will find all of your music files in the same folder.
But I don't think they are on the hard disk as I believe you have just created a playlist.
So, delete that playlist from within Media Center, and then copy the files from your portable drive to wherever you want to save them, and point the Media Center to that location.
I finally got a new laptop and wanted to transfer my music files from my old computer(Win98SE) to my new one(XP Media Edition). I copied my music onto a portable drive and connected to the laptop, went into media center and I allowed it to search for music. It loaded all my music and it all showed up in the media center. I removed the portable drive. Later I went to play some music and found that the files I transferred are all labeled with an F:drive prefix and won't play unless I connect the portable drive. This will not work for me, so I need to delete all the files and reload them differently into the media center. (I figured out that I had to load my music into my documents and copy from there. It worked for the media player.) My problem is that I loaded 6 gigs of music, and the only way I can find to delete it is to click on the options for each individual song(file). I'm wondering if anyone knows a way to mass delete these files or has any other good suggestions. I am really hoping I won't have to spend endless hours deleting 6 gigs of files one by one from my new laptop. Thanks in advance for any help, tips, links, etc.