If not, you're going to need to be rooted and have a kernel available to support it.
Only FAT32 filesystems are supported, not NTFS, in standard Android. Again, a root mod *might* change that but don't count on it.
Beyond that, some devices need an *information driver* and with root, you can sometimes get those for things like specific game controllers. Not terribly common though.
Here's a sample thread discussing the problem for multiple devices, you might find something there for your SGS3 -
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