Also if you are dual booting and want to share data between the two OS, you should have one partition dedicated for data purpose and format it as FAT. (Although you should have one anyway even on single OS, in case of OS reinstall, data is kept safe that way.) FAT is old and not so good compared to others, but that is the only one that works without installing third party drivers on any of the OS (including Linux, if you wish for triple boot)
You could install MacDrive on Windows to run HFS+ partition from Mac and while this is a payware, it is actually pretty good and you might want to consider using it, since this will also allow the reading of Mac OS X system partition as well. Not that you actually need to though...
I don't recommend using NTFS on data partition as ntfs-3g on Mac doesn't look too nice to me. (Like, when the partition has inconsistency, there's no way to fix on Mac, thus can't mount, but need to reboot back to Windows to fix etc)