Make a drive work for both OS X and Windows
To make a long story short, you basically just put in the drive, use Disk Utility in OS X or just right click on it in Windows to format it, and choose FAT32 as the file system. Power users know it works for both Mac and PC, but it’s the kind of simple trick that new users wouldn’t ever think of.
Now, the little how-to doesn’t specifically talk about this, but that particular set of instructions will work with any drive, regardless of if it’s a physical hard drive or a thumb drive. There is one other thing to be aware of, though; FAT32 doesn’t like files bigger than 4GB, so you won’t be moving anything too large.