The simplest solution to this problem is to save all data files onto a USB flashdrive. This solution may suffice to most users but I personally don't want an extra appendage constantly attached to my Wind so I thought of a more elegant solution.
There's this cross-platform service called DropBox and I installed the DropBox client on both XP and OSX. Whenever I am running on either OS and need to share a file between the my XP and OSX partition, I just save it on my DropBox folder. Easy and no sweat sharing of files!
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