File system for external hard drive/media player?

Which is the best file system file system for external hard drive which I'll connect to my zidoo media player? NTFS? EXFAT? Usually I download files in Windows and then I copy files in external hard drive...

I'm asking becaus today I connected hard drive with zidoo and now my disk is
unusable and raw formatted (I haven't done nothing)...maybe with different file system I won't have this issue any more...