What is the purpose of the hidden files from OS X on my FAT32 external drive (only viewable in Windows)

Files beginning with a ._ represent the resource fork of a Mac OS X file. HFS+ (Mac OS X's file system) allows a file to have different "forks"; FAT32 only supports one fork (or, you might say, doesn't support forks at all) so these resource forks get turned into separate files on FAT32.

The resource fork of a file often just contains metadata, so you can delete them, but doing so could "mess up" some files, so it's best to leave them alone.

For what it's worth, few new Mac OS X applications use resource forks; they were used extensively in the pre-OS X days, but most newer apps have other mechanisms available to them (such as file bundles).

Ignore them or try to find a way to hide the files in Windows (without moving or renaming them). Windows often creates files like these too so it goes both ways.

In Mac OS X you can use "chflags hidden FILENAME" atleast. Don't know how or if you can do something similar on Windows.