Reformatting HD without loosing data

I have a Passport for MAC and have seemed to have messed up the formatting on it, when I plugged it into a windows computer.  Now, when I plug into my macbook pro, it is not recognized.  All information states I should reformat.  But can I do that without loosing what I have on the HD?

You can try connecting to the other computer in which you were using the drive and see if able to recover those files.