After Ubuntu has installed successfully, test the system to make sure that you can boot from the external disk. If everything worked, connect the external disk to a system running Windows. For this tutorial, I connected mine to a system running Windows 7. The goal here, is to create an NTFS partition using the free space left at the end of the external hard drive.

To start, launch the partition manager . If you do not know how to click to it from the menu, type “partitions” into the menu’s search field. Click on the result. That should open Disk Management tool. If there is only one internal hard drive in the computer, which should be listed as Disk 0, you should see the external disk listed as Disk 1. And the free space at the end of its partitions labeled “Unallocated.” To create an NTFS partition from “Unallocated,” right-click on it and select “New Simple Volume.”
Windows 7 Partition Manager

Click Next.
Windows 7 Create Simple Partition

If you want to use all the available space, click Next.
Windows 7 Simple Partition Size

Assign a drive letter. Next.
Windows 7 Simple Partition Drive Letter

The default file system should be NTFS. Change the “Volume label” to suit. Next.
Windows 7 Simple Partition File System

Click Finish.
Windows 7 Create Simple Partition Completed

The new partition should appear as you labeled it. Close the window.
Windows 7 Partition Manager NTFS

When you reboot into the external drive and open Nautilus, the file manager, you should see the NTFS partition listed on the side panel.
Read NTFS Partition Ubuntu 11.10

And you can then transfer file to it.
Write NTFS Partition Ubuntu 11.10

And be able to see those file from Windows when the external drive is connected to a computer running Windows. You can also transfer files to it from Windows, and still be able to see those files from Ubuntu.
Ubuntu Files NTFS Partition on External Hard Disk