External Harddrive PC to MAC Help Please. Not sure how to lable it please read.

Sorry if I sound as if I am a complete newb, but I recently purchased my MacBook Pro and love it! However I had a 1TB external Seagate hard drive that I used for my PC and has a lot of data on it (photos, music, movies, etc...). I also use parallels on my Macbook Pro with Windows Vista Ultimate. I used to be able to drag all my data that I wanted to store on my HD to my desktop on my Mac and switch to vista using "Spaces" than drag the data to my external hard drive from the vista desktop and that would be the way around not having to loose all my data. This would work vice-versa if I wanted to pull data to my HD and add it to my MacBook Pro hard drive. However this has just recently changed, I try the same method and vista is telling me "You need permission to perform this action/Destination folder access denied" I am not sure what had changed any help of ideas would be great.