External HD Formatting

(Sorry, didn't know which category to post this in)
I just bought a LaCie 250GB external HD, and pretty much just used the plug and play feature of Mac OS X to use it. When I go to windows, it will sometimes work and other times say that it needs to be formatted. It is formatted as FAT32, I believe, through Mac OS X I'm guessing since Windows only formats 32GB in FAT32. I need to use the HD with both Windows XP and Mac OS X. I don't want to partition it (I'd like to be able to have full access to everything through OS X and Windows XP if that makes sense) Thanks guys!

I believe the easiest solution would be to put the external HD on the Mac and format it in Disk Utility as one FAT32 volume (MS-DOS Format) using the PC Partition Scheme and not the Apple Partition Scheme or the GUID Partition Table.
Be sure to use the PC Partition Scheme, ok?
This disk would then be usable with Windows XP and Mac OS X (and just about any other modern OS).
Remember, Windows XP won't let you format a disk with more than 32 gigs on FAT32... but any other OS can. XP will handle the FAT32 volume fine.

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