How do I set up multiple HDD?

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http://askubuntu.com – I got some new hard discs and would like to set my PC up in the following way: Ubuntu is currently installed on one drive I want to put Windows on a second drive 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? (HowTos)