For Windows I recall there is somekind of driver or something that enables you to mount Linux partitions (ext3 too, I presume). For Linux you could always use Captive or similar software, but it suc..oops, "doesn't work all right". Shortly said, Linux's NTFS write fails half the time, in writing and deleting. Reading goes smoothly anyway.
For a relatively good solution you should either use FAT-filesystem for your Windows or at least have a "transfer partition" that uses FAT, since that's what Windows and Linux can both read. I know, it sounds stupid having one extra partition just for moving data (and it has to be big if you plan to move a lot of data), but it's the only good working solution I'm aware of. NTFS write doesn't work, so basically you're stuck in a situation where Windows can read+write your Linux partitions (if I'm not mistaken) but Linux can't write to your Windows partition.
If you have two different computers, then you can use Samba shares (like Windows shares) to achieve this quite easily. But if you plan to move data inside one pc, where you cannot run two native operating systems simultaneously, you've got a small problem.