The only thing I can think of is the GUID partition table. You may want to use MBR. I have a drive in my hackintosh that is formatted MBR and exFAT which I write to from both OS X and Windows with no issues. I did format it from Disk Utility in OS X, but I don't believe that should matter.Hello I wanted to share my experience maybe it will help and also some might have answers because I'm encountering a somewhat similar problem.
The setup is a bit different (Win7 instead of XP) so let me know if it's worth making a new post and if it belongs elsewhere.
I have an iMac 27" with Lion and Windows 7 (BootCamp).
I formated a USB 2TB HD to exFAT for compatibility with both systems.
When I boot under Mac and write data to my external drive it becomes unusable under Win7 (error 0x80071AC3 - disk damaged). I found a command : chkdsk :x /F (where x is the letter of my drive) which will temporarily fix it until I write data under Mac again...
As far as I remember I used iPartition to set the partition table to GUID then Win7 to format to exFAT (activated 1 primary partition with the disk management tool)
The only thing I can think of is the GUID partition table. You may want to use MBR. I have a drive in my hackintosh that is formatted MBR and exFAT which I write to from both OS X and Windows with no issues. I did format it from Disk Utility in OS X, but I don't believe that should matter.