Saving documents to a hard drive

Hi,  I have a western digital hard drive which I always used to back up documents on my old laptop.  I've tried to do the same with my mac book pro by dragging documents from within the finder onto the WD icon but the icon doesn't highlight.  I've also tried to open the document and 'save as' it to the WD but it won't let me do this either.  The hard drive is working ok, I can open it and take documents off it but I can't work out how to put anything on to it. 
Any ideas?
Thanks

The drive is formatted for Windows, which means that you can read it but not write to it on a Mac. While there is third-party software that can enable you to write to the drive, I suggest you get another drive to use exclusively for backing up your Mac with Time Machine. Preferably more than one drive.

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