You could try creating two partitions, NTFS for your Windows PC, and HFS for your Mac.
Gparted may be able to do this for you:http://gparted.sourceforge.net/features.php
I'd select an MSDOS partition table rather than GPT.
Use your Mac to format the HFS/HFS+ volume, and use Windows to format the NTFS volume.
The HFS/HFS+ volume will be invisible to your Windows box, and the NTFS file system will be read-only on your Mac.