It's very likely that if you have been using it on windows that it is formatted using NTFS formatting which is the windows standard. OSX can read NTFS formatted drives but not write to them.
You have several choices:
1) Reformat to FAT32 which can be read/write by both windows and osx, unfortunately FAT32 has a file size restriction of 4GB
2) Reformat to standard mac format NFS+ which windows can read/write if you use a windows program called macdrive
3) Connect to the drive via a network, all machines can read/write to a drive over a network no matter what the format of the drive.