Thank you all for the advices.
@dlhotka: actually I found out that the 2,5" USB disk was corrupted! I ran the correction procedure with Mac OS X Disk utility and fixed the errors. But after that I still had issues in writing on the shared disk
@dakangz: I tried removing the shared folder and connecting again, but I still experience the same issues. I can copy and paste files and folders from any device/disk to the shared disk without problems, but when a new file has to be created inside the shared disk (either by means of a software operation or directly inside windows explorer) I receive error messages saying the new file cannot be created (reasons: writing error or the file already exists).
For what concerns the direct connection of the USB disk to the virtual machine, I followed your procedure, connecting first to OS X and then to the virtual machine. In this case, simply nothing happens: the USB disk disappears from OS X desktop, but doesn't appears in Windows resources.
