can ipod be an exturnel hard drive for osx and xp

I am new here
and a new fan of the apple products
I am the minority in Israel that betrayed Microsoft and switched to Mac

I recently switched and I need to run osx and xp on my macbook
and I need to move my files from one os to the other
and the best way I could think of is an external hard drive witch is my new ipod
I used it as a hard drive on the xp then when I connected it to the macbook with the osx running it do to my ipod something
and now when I plug it in when xp running it ask me to format the ipod

is there a way that I could use my ipod as an external hard drive on a xp and osx without formatting it every time

sorry about my english

I think if you format it for XP it'll be fine with OS X. But if you format it for OS X, XP won't be able to read it.

its what I did on my macbook using xp
bat as soon as I login using osx it did someting very fast and after that I couldnt use my ipod on xp