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Change drive letter

On my desktop I changed the drive letter on an ext HDD from N: to P:

When I plugged it into my Wn8 Laptop the drive letter was F:

I plugged it back into my desktop and it was P:

I decided to change it from my laptop but when I tried to open the "Device Manger nothing happened.

This is what I expected:
User generated image

This is what I got.
User generated image
What am I doing wrong, or missing?
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Joe Winograd
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But if you use it more often, I suggest putting a shortcut to it on your Start Menu, Taskbar, and/or Desktop (wherever you prefer). The shortcut should be to:

%SystemRoot%\system32\diskmgmt.msc

I tried to create this shortcut but when I was prompted for a location, searched of it, I found all these!

Is this normal? To have so many?

I just realized that "Disk Management" is not an option in Device Manager but in "Computer Management"!

I would still like to create a shortcut, but with all the dskmgmt.msu  files I'm not sure which to use or how to set it up.

But even if I accomplish the shortcut, it still doesn't answer the question.
Drive-letter-issue.jpg
Mike,

%SystemRoot% is the technically correct way of phrasing it, but in nearly all cases (and almost surely yours), it is C:\Windows, so the shortcut you want is to this file:

C:\Windows\system32\diskmgmt.msc

There will be one such file with that name in that folder. Don't search for it. Just go straight to that file with Windows/File Explorer (or whatever file manager you use), right-click on it, and then left-click Create Shortcut. As my article should have shown (I'll update it soon), you'll get this:

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Click Yes and you'll have the shortcut on your desktop.

> I just realized that "Disk Management" is not an option in Device Manager but in "Computer Management"!

Correct, and you can certainly get to Disk Management via Computer Management, but the shortcut will take you right there.

> but with all the dskmgmt.msu files

First, it's diskmgmt.msc, not diskmgmt.msu. Second, there's only one of interest, as I mentioned above.

Re your comment on the screenshot, one computer doesn't see the other computer's disk assignments, so when you connect an external drive on one computer, the letter assigned to it is unrelated to the letter that gets assigned when it is connected to a different computer. Regards, Joe
The original  question was answered when I learned that Drive letter changes are local, the  letter I assign on my desktop will not be the letter my laptop sees; my laptop will sees the letter I assigned to the drive when I was on that laptop.  

I thought a drive letter assignment stayed with the drive and whatever computer I plugged it into would reflect that letter.

As for Disk management vs Device manager. confusion,  I don't know why I didn't get the disk Management option when I clicked the Device Manager option, which caused me to post this.  But I just opened "Computer Management and clicked on the "Disk Management" option again and, after a slight pause, the Drive list appeared  with their graphic representations; just as I expected it to do when I posted this question, and I was able to change the drive letter.

Joe, I didn't find that file here User generated image
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Dah! Got it and now I have my shortcut!  Thanks!  Now I have to review all these responses and try to short out how to divide points; but yours is the best answer.
Thanks for the software tip nobus
> Got it and now I have my shortcut!

Mike, that's great news! You're welcome — happy to help. Regards, Joe
good to hear it's ok now
thanks again