External HDD permissions differs from Mac and Win

I just bought an external Hard Drive LaCie which asked at the first setup if I was going to use it for Mac, Windows or both.
Of course, I picked both as I will be moving around with it.
I can read, write on Mac. However, I only can read on Bootcamp.
I was not able to change the permissions on the Windows side (right button on the HDD does not display me any permissions options like mentionned in my research).
In my permissions on Mac, everything in Read & Write.
PLEASE HELP, it has been driving me crazy
Cheers,
PacoSG

Easy fix, this will erase everything on it no other way
Connect to OSX, open disk utility, select external drive on left hand side
Click partition tab, select 1 under options - this is KEY - change to MBR
Format will be exfat
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