Mark just give it any free letter, e.g. E: or F: for example (assuming main HDD is C: and CD/DVD drive is D: )
If you were using the 'work' disc on an XP system then I'm fairly sure it would have been NTFS.
Only other solution I can offer is to put your 'work' HDD is someone's XP PC as a slave and burn the required data to DVD's - put data on main HDD so you know it's 'safe' and format 'work' disc as FAT32. I personally agree about WinME being crap for what it's worth - even W98SE is preferable to ME if XP isn't an option.