rhysiam :
No idea if this works so up to you if you want to try it, but the spec-list of this (free for non-commerical use) product seems to fit the bill for you: https://www.paragon-software.com/home/hfs-windows-free/
Be careful with that. The free version is a build which contains a bug which can corrupt your HFS disk. It's been fixed in the pay version (which is a newer build), but for whatever reason they're not updating the free version.
OS X can read/write HFS and exFAT
OS X can read NTFS but not write to it.
Windows can read/write NTFS and exFAT
Windows cannot read nor write HFS
So to reliably transfer files, you need to format an external drive/flash drive as exFAT. I've heard it tends to work better if you format it as exFAT from Windows, then plug it into the Mac.
jdcranke07 :
Due to this you cannot just simply move the movies over. You would have to put them on the mac computer>convert them to an MP4 or another suffix windows can read and save them to the windows drive from there.
MP4 is a container. It holds a video file (usually in MPEG4 format) and an audio file. It also supports additional features like chapters, subtitles, images. Different container files (MP4, WMV, MKV, AVI, etc) do the same thing, and mostly differ in what additional features they support.
Because containers can hold video in different formats, movie players pretty much ignore the extension and figure out for themselves what format the video and audio is in. As long as the computer has a codec installed which can play back that format, you're good to go. That is, you can rename a .mp4 file to .avi or .wmv and it will usually still play just fine.
In the case of movies copied from a Mac, as long as you add a .mp4 (or .avi or whatever) extension, it'll probably play. There's no need to convert it - it's probably just a MPEG4 video inside and most computers have a MPEG4 codec installed.