Windows using Bootcamp won't read any USB memory sticks I just installed Windows 10 on my MacBook (Early 2015, OSX El Capitan 10.11.2), and after everything set up I tried to plug in my External Hard Drive.  I made sure this HD would and does work in Windows 10 by plugging it into another laptop I have running only Windows 10, and it worked fine there.

When I plug it into my MacBook with Windows 10 running, it:


Shows the notification asking what I want to do with the HD, I close it.
Doesn't show a Windows Explorer popup appears with the contents of the HD.


After this I go to Windows Explorer manually and try to open it.  2 things happen with this.


I notice the drive is called "Local Drive" instead of its actual name, "My Passport" (named that because the drive is WD My Passport).
When I go to open the HD, it gives me an error I have never seen before, Invalid Parameters.


When I first saw this I safely ejected the HD, and I got the BSOD with an error of KERNEL_SECURITY_CHECK_FAILURE.  I guessed it was a problem with the safe eject feature, so I rebooted and ejected it without the safe eject function, and it gave me the same BSOD error.

Before anyone marks this as "off-topic", this is about Apple's drivers in Windows, not Windows itself, as the causes of the BSOD error suggest.  None of the Windows updates seem to fix it, and I seem to be unable to find any driver fixes from apple.

Update: I can no longer even plug the HD into the computer, because when I plug it in it plays the little "Device Connected" chime, then the computer gives me the BSOD withe the same error.
I managed to finally fix this.  All I did was reformat the External HD as the "MS-DOS(FAT)" filesystem through Disk Utility.

I'm assuming it was an issue with the "ExFAT" filesystem, although I could plug it into 2 other Windows laptops in my house with ExFAT.