Is it better to connect iPod to a windows machine at the very first time?

I've a Macbook and a Desktop PC. I just bought an iPod few days ago and expecting to recieve it pretty soon. Because I heard that a Mac formated iPod would not work on windows' machines, but otherwise works. So should I conncet my new iPod to the PC first??? if I want to use it on both systems later.
Thanks

Your information is correct, an iPod formatted for Mac won't run natively on a PC because the Windows OS does not support the HFS Plus file system and therefore will not see the drive. If you want to use it on both platforms then connect it to your PC first so that it gets Windows formatted. Just remember though that you'll need to do any software updates or restores on the PC as well to maintain the formatting. Updating or restoring on the Mac will change it. Just a bit of additional information, there are third party programs that will allow you to use a Mac formatted iPod on Windows. This is one for instance will let you connect you Mac iPod to a PC and also copy non iTMS songs from the iPod to the PC: XPlay 2

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