Go to the Final Cut Pro/User Preferences/General Tab and check this:



Then, with your external HD mounted, go to Final Cut Pro/System Settings/Scratch Disks Tab, check your external HD for Video/Audio Capture, Video/Audio Render etc.

After that's all set up close Final Cut Pro and unmount your external HD. The next time you open Final Cut the application will ask to set your scratch disk and prompt for new project and sequence settings. If the user unmounts their HD after closing Final Cut the described behavior will be repeated the next time Final Cut Pro is launched.

or

Open the terminal and delete this file if it exists:

/Users/me/Library/Preferences/Final Cut Pro User Data/Final Cut Pro 6.0 Prefs.fcset

Then recreate it empty with touch:

touch /Users/me/Library/Preferences/Final Cut Pro User Data/Final Cut Pro 6.0 Prefs.fcset

Then change the permissions to read only:

chmod 444 /Users/me/Library/Preferences/Final Cut Pro User Data/Final Cut Pro 6.0 Prefs.fcset

Now it will prompt every time upon application launch.