External hard drive read-only?

Just got a Macbook Pro last week and I have found that my external drive is read-only, where it used to work perfectly on my old Windows laptop.
I can assume that the drive is formatted as NTFS from reading other posts, and that I must format it as FAT32 (I believe), but in the Disc Utility I do not see this option.
Can someone aid with this slight problem? I seem to be heading in the right direction as I'm not too keen on using third-party applications to enable writing.
Additionally, sometimes the drive will not connect (light stays red) but I assume that this is possibly related to the formatting issue at hand. Any suggestions?
Thanks in advance

It is FAT32.  For some reason, OS X refers to it just as "FAT".
As AussieDJ indicated, you can use NTFS 3G.  This allows your Mac to write to NTFS formatted drives.  I personally have used this for quite a while and have never had issues.  I have seen some posts from people saying it can be problematic.  As I have never had a problem, I can't say specifically what issues might arise.  Apple does offer it directly on their download pages:
http://www.apple.com/downloads/macosx/system_disk_utilities/ntfs3g.html

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