Formatting an external drive for both 10.4 & windows?

I just installed windows xp on my macbook pro.
What is the safest/most reliable way to format an external drive so I can use it with both windows and 10.4?
Thanks in advance

'FAT32'
But it has file size limitations.
Better to partition the external drive with Mac Extended on one, and Windows on the other.

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    Hi,
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