Yep again they use FAT32 and the drive is formatted using NTFS.
This is a situation where you want the game consoles to see it you have to format it with FAT32.
Doing that limits the file size to 4 gigs then.
Your option is to split files into less the 4 gig sizes.
there is another option:
Open a command window by going to Start, then Run and typing in CMD.
Now type in the following command at the prompt: format /FS:FAT32 G:(or whatever letter your drive has think it is g: if you haven't changed it)
press Y and enter and it should format it in FAT32.
(this way it can take a while to format since DOS prompt isn't the fastest program
for externals i usually use SwissKnife
it a good free program that can format allot of external drives (usb, firewire, pcmia, sata and scsi)and its faster then windows.
hope this works for you!