A USB device that isn't recognised should have no other side effects and should not damage your keyboard. If you have a 40gig usb drive available to test, go ahead - after reading the rest of this post, that is!

The only gotcha from a damage viewpoint is that you can power USB devices directly from the cable, so the power for the peripheral device is provided by the host. The host may have a limit on the amount of power it can provide in this fashion. Hard discs usually take (relatively speaking) a lot of power and this would be my main worry from a hardware point of view. Regrattably the manual doesn't seem to give any figures.