This is all about partitioning and formatting partitions the way readable with both systems. I would recommend to do it with Linux, not with Windows, as Linux partition managers are more flexible and can access all the file systems accessible by Windows, but not the other way around.
When you have the volume formatted, in principle, if you need, you can use some 3-rd party software which can help you to mount other file systems on Windows.
Also, remember that FAT is very limited. Read this:
http://en.wikipedia.org/wiki/FAT_filesystem[
^],
http://en.wikipedia.org/wiki/FAT_filesystem_and_Linux[
^].
You can select a partition manager from this list:
http://en.wikipedia.org/wiki/Partition_manager[
^].
—SA