steve is right about being able to read and write to the windows partition... for linux, there is even a continuing effort to the produce Dos, BeOS, Windows emulators (amongst many others) so that different file formats can be read on the linux platform.
It is also true that windows does not recognize the ext2 format and therefore cannot read or write to the linux partition.
i think winlinux is installed 'on top' of windows (ie. it is only a linux environment, kinda not like the real thing, i think), whereas mandrake is unto itself. hence the inability for Windows to read and write the Mandrake linux partition.