Do not recognize external drive

I have an external drive and I formatted it as exFat using Windows 7 because I want to be able to read it using Mac.

I plugged it into my desktop that run Windows XP but it won't recognize this external drive. When I clicked on it, it said this external drive has not been formatted and do I want to do format it.

Another thing I noticed was it only has one file option which is NTFS. I don't see exFat in Win XP

Do you know why Win XP does not recognize my external drive? It's working fine with Windows 7.

Apparently there's an update program that you can download from microsoft that will add exFat support to Windows XP. Problem solved.