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Can a usb stick have data from both linux redhat enterprise 5 and xp pro and work functionally on both?

Can a usb stick have data from both linux redhat enterprise 5 and xp pro and work functionally on both?  I would like to use my existing usb memory stick to also store linux applications, is this doable or will this corrupt/break something?
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Thank you, both.  What if the usb has data from windows on it already, and is ntfs format?
Most modern Linux distros support ntfs and can read it. Most of those modern versions can also write to ntfs. But Red-Hat is a very conservative distro geared for corporate use and it doesn't come support for many things. It probably doesn't have out-of-the-box ntfs support, But it is always possible to add such support later.

If you want a modern distro with out-of-the-support, and it needs to be similar to Red-Hat, then you should consider fedora-core.
There are third-party software vendors that provide NTFS solutions for at least Mac OS X and most likely Linux / Unix.  For example, MacFUSE and NTFS-3G work as a unit to access NTFS volumes on the Apple platform with full read/write capability.
NTFS is certainly usable on external drives but be aware that there are some issues with using it this way. NTFS was never intended for removable drives. Removing the drive at the wrong time can result in data loss.