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That's a download link for Xplorer360.
Extract all the files into ONE folder.
Hope this helps.

EDIT : If it doesn't show in Xplorer360 that your HDD is plugged in then you are going to need to get a new cable my friend. I know this as i had the same problem when i first got my transfer cable, my brother already had one and i just got mine, mine wan't working and i tried his and it was fine