Why is it so hard to drag & drop files from a PC to a Mac and vice-versa?

I realize we have two totally different operating systems, but it seems that you can get so close to sharing files and then there's a blockade. I have a iMac 24 and I love it. I also love Cored Draw, have been using it for 15 years and I still don't have the courage to install my purchased copy of Parallels!!! So I create vector graphics on my PC, then export as a GIF or PDF. I can use those files on my pc, but for some strange reason... in the folder where I'm storing them (and they show up on the PC) only the original *.cdr Corel files are showing up... none of the GIF files or JPG or PDF files show up. And like I said, they are there, I can see them in the explorer window on the pc.
This is crazy... I need to be able to easily shuffle files back and forth. Obviously running OSX latest version on the Mac, running Vista Home Premium on the PC. PC shows up in finder, as does the folder... just those image files that don't. Is there a simple explanation? TIA

What I meant (and didn't explain well enough) was you should try to put your .jpgs in a different/separate folder, e.g. copy/duplicate/export or whatever you need to do on a Windows machine to get a separate copy in a separate location. You could test it by sending yourself an email attachment and/or copy it to a thumb drive, other external, or a CD. If you can open/read any of those on the Mac, then I'd say the problem is on the Windows side. I have to help my elderly neighbor occasionally with his Windows machine and encountered a similar problem: a .jpg he wanted me to copy to a thumb drive would not cooperate.
+Is it possible that a Mac cannot see/read files created under Vista+
AFAIK, .jpgs and .pdfs are a "universal" format; I email either/both to/from friends using Windows and we've never had a problem. I'm not sure about .cdr since that is a proprietary format and may only work with the app version it was created in.

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