Assuming uTorrent (because of the errormessage), in the filelist, Control-A (that's 'mark all'),
then rightmousebutton, advanced, set downloadlocation.
[repeat]
Browse to the new location, select folder, ok.
Accept the message about overwriting stuff (when you are sure there is nothing in the old folder).
[/repeat]
When done, start all torrents.
Hoping you don't have tons of torrents to do

When you know what you can do with NTFS, you can mount the external drive into the OLD folder your stuff was in. But because 'average Joe' has no clue about filemanagement, this would no real easy solution, probably.
Write errors are bad, and usually happen when you use the external drive for downloading.
Better download to your internal drive and let uTorrent move the stuff to the proper place when a download has finished.
Although this can cause other problems, depending on your equipment/situation.