Any HDD will work. It's just the file format that matters.

I believe that your friend formatted the drive in FAT32 to ensure compatibility between both Mac OS X and Windows. However, FAT32 comes with 4GB/file limitation.

To write more than 4GB, the drive have to be formatted in HFS or NTFS. HFS works in Mac OS X but not Windows. NTFS work in Windows but only read-only in Mac OS X BUT will work perfectly if the Mac OS X is installed with certain software such as NTFS-3G.