FAT32 -- Mac formatting may not work on Windows

I wanted to copy a few movies from my MacBook in order to copy onto a Windows7 box in another location (ie not on the same network).
So, that's easy, right -- just format your usb key to FAT32, which is visible in both OS X and Windows, and copy your movies.
The Disk Utility in OS X allows you very simply to reformat your usb key to FAT32 (or, as it's called Erase to MS-DOS (FAT)).
However, remember that Mac OS X also caters for, or even prefers, the GUID Partition Table over the MBR Partition Table.
So, in erasing a usb key, you actually produce a FAT32 partition with a GUID partition table.
Although you can easily copy your movies onto this key in OS X, when you try to move your files onto your Windows box, the key won't be recognized. On inserting the usb key Windows will tell you that the key has not been formatted and asks do you want to format it now.
Of course, doing this will erase your movies.
There are two ways around this problem:
1. Format your key in Windows to FAT32 where it will automatically be formatted with a MBR partition table. This works fine in both OS X and Windows. In WindowsXP, to format a usb key, just open My Computer, locate your key (under Devices with Removable Storages), right click on it and select Format from the context menu.
Alternatively, you can download the HP USB Disk Storage Format Tool which is supposed to return a pendrive to factory conditions.
2. Use OS X's Disk Utility. This time erase your key to MS-DOS (FAT) as before, but this time subsequently open the Partition tab of the Disk Utility. For the Partition tab to appear you must have the Whole usb key highlighted in the Disk Utility left-hand panel rather than any of its partitions (if there are any -- which there will be if you did an Erase before this step).
Under Volume Scheme, choose the number of partitions you want (for just copying stuff, you're unlikely to need more than 1 partition)
Choose a Name for your volume if you want.
Select MS-DOS (FAT) as your required filesystem
Now click on the Options button in the bottom left and choose Master Boot Record as the required partition scheme.
Finally apply to create the partition.
This key will now work fine in both OS X and Windows.