Why does my WD Passport work on my Mac but Not on my PC?

So i just bought a MacBook Pro and I have been a PC user forever. This is my 1st time owning a Mac and Im not sure if this is my bad or an issue with the hard drive... So heres what happened... I have a 160 GB WD Passport and I had it Windows formatted originally. When I got my MacBook Pro I decided to reformat the drive to use exclusively for data transfers of large files between my MacBook and my Windows desktop PC. I'm very computer savvy and have been building PC's for years now and as far as I can tell I formatted the drive into the correct format. I used my MacBook to do the formatting and using Disk Utility I erased and reformatted the drive into FAT as thats the only format thats the utility allows that is windows compatible. After I did that I made sure the drive was partitioned correctly and all was working on the MacBook. I was able to read and write file to the drive using the MacBook with no issues. When I went to plug the drive into my Windows PC the drive would not be recognized at all. The light on the drive turns on and just blinks on and off once every second or so. So now that you know the situation I guess the question is... Did I do something wrong? How do I fix this so the Hard Drive will be compatible on both Operating systems? if any body know the answer to this please help me because I cannot figure this out for the life of me. Thank you in advance for your help.