1. A data file such as letter.doc or expenses.xls are the same across all platforms and not related to the file system in use.
2. The file system (e.g. FAT32 and NTFS) are concerned with the way disk space is managed. XP can use both simultaneously either locally (different drives or partitions) or across a network.
3. The application that reads, updates or creates a data file is not aware of the file system in use.
4. There is no problem.