Unable to backup to external hard disk drive (HDD)

I am a new Mac user. I have been using a Samsung 200GB HDD as an external backup for my old PC and there have been no problems between the HDD and the PC which runs on Windows XP.
However, when I connect my Mac to the HDD, the Mac has Read Only rights for the files in the HDD. When I transferred the files in the HDD to the Mac I could Read and Write. However, I am now unable to transfer the files back to the HDD. The message 'HDD cannot be modified' appears. I have tried re-formatting the HDD but to no avail.
I know this probably has more to do with setting up the HDD correctly than with the Mac but can someone help? Thanks
MacBook Pro2,1   Mac OS X (10.4.8)  

Actually FAT32 partitions support upto 2TB. The 32GB limit idea comes from that fact that the windows XP format utility simply does not give you the option for FAT32 for partitions larger than 32GB. The reason for this is after 32GB, the cluster size doubles, and if you have many small files the filesystem loses efficiency, and microsoft basically wants you to use NTFS instead! It is still possible to format using various 3rd party utilities or under other OS's (e.g. Mac OS).
Like the other replies in this thread, if you intend to use the disk only with mac os definetly format it as MacOS Extended. However FAT32 still is the best (and only) fully supported FS across vaious OS's (Mac OS, Window, Linux etc.) - so if you do need to share the drive FAT32 is the way to go. You can format upto 2TB so partition size should be no problem however another very important point is the 4GB filesize limit with this filesystem. FAT32 does not support files larger than 4GB. this should not affect most people, but if you are working with video, you may come across files larger than this... and trying to write such files to FAT32 will simply cause your application (e.g. video editing or backup software) to fail.

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