-Right click on "My Computer"
-On the left, you'll find an item "Storage" and a sub-item "Disk management".
-For the drive (C:, D:, ...) that contains the files you want to share with Linux, see if it says "NTFS" or "FAT32".
If it's FAT32, then you can just mount it under Linux (mount -t vfat, read-write mode). If it's NTFS, mount it as read-only (support for writing to NTFS partitions may not be complete on your system and you may need to install some NTFS tools first).
Any information on your Linux version (output of "uname -a", name of distribution (add this also to your forum user's profile)) and Windows version (XP, 2000, Vista) can help, so please post this on the forum.