Yeah, your hard drive was probably formatted in the HFS+ filesystem native to Macs, if someone knows a utility to convert HFS+ to FAT32 or NTFS that might work, but I'm not aware of one, much less a free utility.
Probably your best bet is to plug it into a Mac and transfer all the files to the Mac's internal hard drive. Then once you're certain all your data is copied, format your external drive as a FAT32
drive and copy your data back onto it. On OSX the program to do this is called Disk Utility. Disk Management on XP.
edit: Looks like Disk Utility refers to a FAT32 as an MS-DOS filesystem, so if you're using that program, that's the partition type you want.
Edited by arcman, 11 December 2006 - 06:59 PM.