The letter just asks for a copy of all the data downloaded on a hard drive, meaning they just want to see what you have copied and named a hard drive as a particular medium to receive the data on.

It's clear that they intend for it to be an otherwise clean drive, since the mention they're going to wipe the drive before returning it.

Again, they're not asking for any specific drive, just that you turn over a copy of all the data collected on a medium that's easy for them to use.