Is it normal for files to go missing from an external hard drive?

I've posted about this issue before but for slightly different reasons. I'm about to buy a new hard drive (the old one is full), probably I'll go for the exact same model, and I want to know if the problem I had described here has happened to Mac users.

I use a Retina MBP with OS X 10.8.4 that also runs Windows 8 on boot camp. At the same time I have an Acer Aspire and what I used to do is download movies onto my external drive with my MBP in Mac - I would also rename the files in Mac - and then connect the drive to my Acer so I could access the movies there.

One day I noticed that some of the files, after I had renamed and moved them to a new folder on the same partition, had gone missing. As I described in my old thread, it was a weird problem because those "missing" files would appear in Windows but not in Mac. But even in Windows when you could see the folders, they were all corrupted as the system indicated to me - the folders couldn't be accessed and the movies wouldn't play.

Thankfully I haven't had this issue again but then I haven't dared to move any of my movies to a new folder either. Not since that incident. I'm pretty sure that I wouldn't have lost those movies and had them corrupted if I had kept them in their original location. Is it normal for files to go missing or be corrupted when you move them back and forth, especially when you use an external drive with one OS (Mac) and then switch to another (Windows)? I've always wondered if this was an issue. I never formatted the drive when I got it, I just plugged it in and used it. That was before I bought my MBP.

I also was unable to delete those corrupted files/folders. Windows wouldn't let me and in Mac, they didn't even show up. I solved this eventually by using Disk Utility to repair the drive.

Now I'm fine with letting my files stay put if that's what it takes to keep them safe and secure, but I'd be more comfortable if I can understand what went wrong all those months ago.

The hard drive I have is this one from Samsung.