Multiple partitions for an external USB hard drive used by Linux and Windows

Normally Windows does not support multiple partitions on USB, but Linux has no problems with it. Windows has no trouble seeing the other partitions, it just will not let you assign them drive-letters.

One solution is to use a utility such as Lexar BootIt to flip the Removable Media Bit setting of a USB drive. This utility works with Lexar drives, but for everything else you use it at your own risk.

For another solution to trick Windows into thinking that the USB is an internal disk, see this article:
How To Create Multiple USB Stick Partitions.

The article refers to a product called Hitachi Microdrive whose download doesn't exist any more, but can still be found here. However, it will only work for a 32-bit version of Windows.

The article Fool the BIOS booting any USB stick as a Hard Disk claims that if the USB is already partitioned (which you can do via Linux), many BIOS will treat it as a hard internal disk. Maybe yours does too, but the article is not very recent.