Are you talking about a USB drive? Like a thumb drive?
Or do you mean you installed a ATA or SATA hard drive inside the case?
USB drives come formatted with a file system that both Windows and Linux can
read and write easily. So there's no problem bouncing back and forth between
But if you reformat it with a linux file system such as ext3, it won't hurt anything
to plug it into a Windows machine, but it won't be able to read or write it.