I put files for
exchange on a rather small fat32-partition.
For most files needed on linux this isn't a real joy, because of the missing features (user, group, - rwx-flags).
I don't have experiences with ext2-Support on Windows (beeing a reiserfs-user for a long time).
Since I rarely boot windows, moving files to the exchange-partition isn't a big deal.
Doing this every day would be annoying.
AFAIK there are external devices, more or less being an external harddrive but acting as fileserver (samba?) or FTP-Server.
only got a german link:
http://www.ipdrive.de/ipdrive35.htm