actually, you got bad information.
typically you'll see externals formatted one of three ways:
NTFS (mac can only read, windows = full access)
FAT (both win and mac have full access, but limited to 4GB file size)
HFS+ (mac = full access, i believe this can be read on a windows machine, but not sure).
format your external as FAT (FAT32) and you'll be able to access files on both a windows pc and a mac. of course, that assumes you're not talking about files from applications that are specific to one platform or the other (ex: .exe, .ini, .bin are windows only, but .txt, .jpg, .htm are pretty universal)