The wiki howto should solve most of your problem.
Some additional thoughts:
FAT32 are compatible with both windows and linux but suffer a 4 GB file size limit.
A better alternative would be ext2 or ext3, drivers for windows can be found at
http://www.fs-driver.org/And of course, you are not experimenting on your production box

Adding a drive this way can be very useful, but could also cause system instability, if you for example pull out the USB cord without proper unmounting.