HELP! Can't drag items into WD external hard drive (Mac OS X)

I’m unable to drag items into my WD external hard drive. When I drag items FROM the hard drive to my Mac, it works fine. But not the other way around. When I try, a circle with a diagonal slash appears on my pointer arrow (kind of like a prohibition sign?). WHAT GIVES???

Which drive and how is it formatted? Are you using the drive on Mac and Windows both?