Formatting of External Hard Drive to be usable by both Windows and MBP?

Hello, I would appreciate some advice regarding the formatting of hard drive here as I'm pretty new to the whole Apple/Macbook Pro scene!
I am currently using a MBP (Retina) for about 2 months now.
I was previously using a Windows PC and had a external hard drive to back up information from it. However, the EHD can only be read by my MacBook Pro and I can't seem to transfer any information into the hard drive. I've been reading up online and it seems that I would have to reformat the external hard drive so that it can be both used by Windows and Macbook.
I have 2 questions here:
If I were to reformat it to FAT32 or exFAT, will I have to first backup all the data on the hard drive first on another drive? Or will my data be safe amidst the formatting?
Will this formatting of the hard drive allow it to be read by both Windows and PC?
I would really appreciate some advice on this from anyone who has some clue about this! Thank you!!

Timemachine
http://support.apple.com/kb/ht1427?viewlocale=en
Ok if you think about backing up over timemachine, your harddrive should have at least 3 times that size you want to back up. Because of incremental Backups over timeperiods.
So my suggestion, for exchange between Windows Mac --> exFat and for timemachine buy a new Harddrive that fits the specifications

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