I have an old-school external hard drive which uses a USB A-Male to A-Male data cable... I bought this cable for the hard drive but it does not work with external hard drives as it probably cannot take the load - Just gave me a beep from the hard drive everytime I connected it and the computer didn't recognise the device.
Ended up buying a £8.99 A-A cable from Maplin which did the job - However, for the money ([]!), it was worth giving it a go - Won't break the bank even if you can't be bothered to return it!