If you need to transfer files between a Mac and a PC, the only way to do that is by using either a USB flash drive or an external hard drive that is formatted with the exFAT format. You do need a blank flash drive or a blank external drive. Almost any new external drive you buy will have the correct format, but to be certain you should check the format with Get Info on the drive. To format a drive as exFat, open Disk Utility and click on the drive to be formatted in the left column. Then click on the "Erase" tab. In the window that pops up, choose "exFAT" for the Format option. Name the drive something that will remind you what the format and size is. Click "Erase". You can now use that drive on both a Mac and a PC - as long as the PC isn't running Windows XP (which doesn't support exFAT format).

The DOS format isn't supported on a Mac, so please don't use that.