Everything you need to know to get started and a little bit more….
In my beginners guide I mention that you may need to format your external USB drive to FAT32. This is a very easy process, just make sure that there is nothing on the drive that you need as it will be wiped.
Now the drive is FAT32 format and can be used in Windows and OSX, the only drawback is that you cannot store any single file over a size of 4GB on a FAT32 drive. You can have many smaller files, but no single file larger than 4GB.