External ATA hard drive

I've bought an external hard drive which says ATA on the top.

I can read and write to it on my windows laptop can can not read or write to it from my desk top Mac.

Is there some software that I need to install on my Mac to read this hard drive?

My initial guess is that the drive was formatted as NTFS which would prevent you from writing to it on your Mac but not stop you from reading it. That is evidently not the case. That said, when you got the drive, did it say something along the lines of "ready for Windows" or "formatted for Windows/PC"? Does the drive mount (show up on the desktop) at all? Does it show up in /Applications/Utilities/Disk Utility.app on the left hand side?

you should be able to copy files off it at least, can you do that?