mac os extended (journaled) versus fat32

I have recently bought a WD TV mediaplayer and when I attatch my wd passport hard drive to it it works very slow, sometimes blocks and sometimes just doesn't react to the remote.

I suppose the reason is that my HD is formatted as mac os extended (journaled), because when I attatch my boyfriends HD which is a lacie and another is a WD my passport *** well and both are formatted in fat32, there occur no problems.

What is the big difference if I should format my HD (which is a WD my passport for mac) in fat 32 in stead of mac os extended (journaled)?

which one is better?