Firstly, don't buy western digital in the first place.
After bad experinces with a few WD drives I now buy either Samsung/ Seagate /Maxtor.
They tend to be very prone to screwing up.
Firstly you should try running scandisk in the cmd prompt to check for any bad sectors.
IF there are bad sectors, scandisk will try to fix them, but most likely it will just take note of them and tell windows to ignore those areas completely.
I would encourage you to trade your drive in for a completely new one though. Almost every single HDD comes with at least a three year warranty, and the standard is five. But seeing that its western digital and they sell on the cheap, i'm guessing yours was six months?
i have had one WD 200GB HD fail on me, made the clunk clunk noise, then my other 120GB drive started to have bad sectors and file started dissappearing.
IDE drives though, i heard the SATA ones are better quality now coming from WD. But im still wary.