SanDisk Mac not PC? What can I do . . .

Question

Here as you can tell I have a SanDisk Cruzer that works perfectly fine for my MacBook Pro (OSx Lion 10.7).
But when I try to open it on a Window's here is what happens. . .
Yes   (if I click no nothing happens.)
OK
OK . . .  .
Now at my school my teacher states that I have to do something to this on my Mac, in order to allow access for the computers to use this. But the thing Is I don't know what I can do . . does anyone know

Answer 1

Most likely because it wasn't Mac formatted would be my guess. Using exFAT provides almost all the features of NTFS on the Windows side, and it's readable and writeable on the Mac side.
1.  Open Disk Utility in your Utilities folder.
2. After DU loads select your hard drive (this is the entry with the mfgr.'s ID and size) from the left side list. Click on the Partition tab in the DU main window.
3. Under the Volume Scheme heading set the number of partitions from the drop down menu to one. Click on the Options button, set the partition scheme to GUID then click on the OK button. Set the format type to exFAT Click on the Partition button and wait until the process has completed.