Hey there, Rick.
In order to be able to use your drive with both Windows and Mac OS X, you'll have to format it by using a file system that's supported by both operating systems. In this case you can use exFAT. So reformat your drive and when you have to select the files system, go with exFAT instead of HFS+.
Another option would be to have to separate partitions and format one of them for Mac OS X and one of them for Windows.
Here's how to format your hard drive:
How to partition and format a drive on Windows and macOS. Note that you should backup any important data which you might have written on the drive, before you reformat it, as this is a data destructive process.
Hope that helps.
Boogieman_WD