Handling External Drives

I am aware of the Media Stub feature. Using it may be key to answering my question.

I want to mark certain films as "on external device" (or some equivalent) so if the movie isn't found (implies: external not connected), XBMC asks me to plug in the external containing the file in question. Currently, XBMC simply says file not found, would you like to delete, when I click on a film that resides on the disconnected external drive.

Is this possible?