i had the same problem, so i used partition magic 8.0 to make a ntfs partiton and , waalaaa , problem solved.
it really easy and comes in handy.
i got a 80 gig hd, with 3 partitons.
one for os and everything(fat32x), one for mp3's(fat32) and one (ntfs) for extracting large files.
but partiton magic isnt free. you have to *cough* get it legally.....yah legal .............you get my drift.