How to enable NTFS write support natively for OS X. There is another option, but requires you to add permissions in the Terminal in Mac to allow Write access to formatted NTFS drives.
A work around is to use exFAT, which works on both PC and Mac's and does not have a file size limitation. FAT 16 has a file size limitation and FAT 32 doesn't.
By default all external drives sold in the US, except for those specifically stated are formatted for a particular system are factory formatted in FAT 16 or 32.