johnduncan:Not that you should do this in explorer (or finder) rather than through iTunes itself, since iTunes is now pointing at the new external drive, and you'd be deleting all the copies you just made...
Are you saying you deleted the files in iTunes, and not in Explorer as described above? In which case, apologies if the above wasn't clear. If your iTunes is now empty, go File/Add To Library, navigate to the new external hard drive directory where the music is now, and click OK - it will then re-import all your music to iTunes, and you should be done.