I lost my Windows Vista while installing Ubuntu. Few people suggested me to use Photorec to recover the data. I already installed testdisk. The place where I am confused is: I attached an external drive, got an icon on the the desktop, but I am not able to run the exe file which unlocks the drive. The drive is showing up under "media" with permissions drwx------. My question is even if I am not able to unlock it, am I safe to proceed to back up data onto this drive?
If the drive is formated with a Linux format (ext3, ext4) you will need rights to move files to it. That may be the issue. From the look of the permissions you showed that appears to be the case. I would personally do the following:
In Terminal 1. sudo su 2. cd 3. mkdir recovery 4. chown recovery 5. exit
You can now run your photorec program to recover data from the external drive. Please be aware that this data will not be named with the old names and you will have to take some time sorting the data.
Here is an excellent page on what to do after you run photorec so that it is easier to find the files you need.