How can I use single hard drive for both Mac OS and Windows without changing the formats and reformatting?

I have a windows PC and a Macbook Air and a 1TB external hard drive. They said in order to transfer large files into the hard drive you have to change the format of your hard drive (which would be from MS-DOS to Mac Os extended) so how can I use my external hard drive on my windows PC without reformatting its files? Please heeeelp 

Natively Windows can read and write to NTFS, FAT32, and exFAT while the Mac can read and write to FAT32, exFAT, and MacOS Extended.
Option 1: You can purchase driver software for Windows to allow it to read and write Mac's MacOS Extended or you can purchase a driver to allow the Mac to read and write to NTFS.
Option 2: you can format the hard drive for exFAT and use it with both Windows and the Mac without purchasing any special drivers. (Obviously the 4GB file size limit is why you don't want to use FAT32)

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