Just a couple of things:
1) you have to do that as root.
2) once it works, you can modify your /etc/fstab to allow the partition to be mounted by any user, or even to mount it automatically. The "mount /dev/hda1 /mnt/my_windows_disk" could translate to something like
/dev/hda1 /mnt/my_windows_disk vfat rw,auto,users 0 0
if you want it to be mounted automatically, or "noauto" instead of auto if not.