I got some new hard discs and would like to set my PC up in the following way:

1. Ubuntu is currently installed on one drive
2. I want to put Windows on a second drive
3. I would like a third drive for shared content (music and stuff) that both OSes can access

What I need to know is what format should the content drive be? How should I configure the drive order in my bios for GRUB to be boot manager and how to configure GRUB for multi-HDD booting?