How to transfer my Macbook files to my maxtor external drive.

Hi all,
I have a Maxtor E01G300, OneTouch II, 300 GB external hard drive, that I commonly use with my Win XP laptop and desktop. About 3 months ago, I bought my new Macbook.
I decided to transfer some of my files for back up, from my new Macbook to my external drive, but it won't allow me to do so, and there's a message always popping out, "maxtor cannot be modified".
I even tried deleting files, sending my maxtor to trash (OSX) and I'm getting a message, that I don't have sufficient privileges. Anyone can help me solve this problem?
Thank you in advance.
