Why do you need to copy anything?
If you have things on the external hard drive, they will still be there after you reinstall, so why would you need to copy. If you want to copy the data that's on it to a 3rd hard drive using that computer you have, you could do it after booting from the Ubuntu or BartPE disc. However I believe you're under the mistaken impression that reinstalling Windows is somehow going to erase what's on the external hard drive. If so, you're mistaken. You could even unplug the external hard drive while reinstalling Windows, then plug it back in afterwards. You should be happy to know that all your movies and anything else that was put on that external drive will still be there.