Buffalo LinkStation format USB

I can format my Western Digital USB HD either NTFS or exFAT. I tried both. This happens:

exFAT: I can see the USB device in the admin tool of the NAS but it doesn't give any information (such as memory capacity). I cannot see it in Windows either. NTFS: I can see the USB device and can access it via Windows Network. But I can only read but not write on the device. I cannot change its security settings or ownership. My guess is that when Windows formats the device, it doesn't allow Linux users to write on the device. I tried to give full access to "Anyone" when hooked to the PC. But it still won't work when connected to the NAS. Maybe it would work if I gave as the computername the name of the NAS?

Or do you know other things I might try? It's a WD USB device and I read that formatting to Ext3 is not so easy to do.