right click in the window and select view, tiles...
This is a change introduced in windows 8.1, all drives are in the same group. On windows 8, it works as countmike said. There's a solution, but it won't be exactly the same :
Right click > Group By > More > Check File System > OK
Then Right Click again > Group By > Select File System
It will separate NTFS drives (hard disk/ssd) from your removable storage.