Where and how are you mounting these partitions? Are you using /etc/fstab, automount, or manually typing in mount?
Firtstly, what distro and kernel version are you using? Secondly, what filesystem format are the windows partitions (fat32 or ntfs). Thirdly, are you mounting the filesystem RW (the default is RO).
Please note that WRITE access to NTFS partitions has only been recently introduced into the mainline kernel, and is still a bit risky (meaning you could lose data or the ability to boot the windows side). It may be that your kernel version is too old, or that the distro you are using doesn't include NTFS write capabilities, for this very reason. Even if it is enabled, the windows side will have to perform a chkdsk when it boots, because the ntfs driver marks the filesystem as "dirty" (in need of a check).
If you regularly need to transfer data between the linux and windows systems, i'd recommend making a small-ish fat32 partition, which you can safely write to from the linux side, without risk of losing data or bootability.
hth
-cybervegan