Formatting An External Hard Drive For Windows And Mac

So here is the problem I'm running into. I have a 160GB external HD Passport from Western Digital. When I format it for the Mac, it won't show up on my Windows XP computer at work. If I don format it in Disk Utility as FAT, it won't allow me to transfer large files in OSX.
Is there a way I can get the best of both worlds?

An interesting & refreshingly honest comment (from the author?) about SL-NTFS at http://mac.brothersoft.com/sl-ntfs.html:
"Any encountered problem come from the Apple driver and not from the Preference. If you often need to write on NTFS disk, I recommend you to look for a better solution."
The story behind the story: NTFS is a proprietary file system owned by Microsoft, which doesn't make all its characteristics known to outside developers. Thus, all methods of writing to it rely at least in part on reverse engineering unless they are provided as a part of Windows itself. I'm not entirely sure what the comments about Snow Leopard having this by default disabled capability actually mean, but both the above quote & the fact that it isn't enabled in Snow Leopard as shipped make me wonder how prudent it is to rely on it for routinely saving important data.

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