This is due to FAT32 limitation. Files larger than 4GB can NOT be stored on a FAT32 volume. Formatting the flash drive to exFAT or NTFS may resolve this issue, however other devices (such as some PS3, TVs, older operating systems, etc...) will not read these formats.
WARNING: Backup all of your data on the flash drive. Formatting will delete all the data in your device.
Format in exFAT or NTFS
exFAT is a file system that can create a single file larger than 4GB to be stored on the flash drive. This file system is also compatible with Mac.
Windows 7 and Mac OS 10.6.6 and higher are compatible with exFAT out of the box. Older operating systems may need a patch installed for exfat compatability,
Formatting the device as NTFS will make it unwriteable on a Mac computer. Most Mac computers can read NTFS, but not write. NTFS is a journaled file system, this creates more read/write activities. Therefore, it MAY decrease life expectancy of your device.Once the device is formatted as NTFS, you MUST use "Safely Remove Hardware" to remove your device.
Formatting a drive in exFAT
1. Double-click on My Computer.
2. Right-click on the flash drive or memory card, then select Format.
3. In the File System list, click exFAT or NTFS.
4. Click Start.
5. Click OK to start formatting.