Fat32 is limited to 4gb and NTFS by size..
Pendrive can handle only 4gb Single file(Fat 32)..ie if a single file is less or equal to 4gb than only you can copy it..
Try to split the file into two than copy it ..or change the format to NTFS..
GUIDE:
insert pendrive..
got to device manager select you pen drive(flash drive) properties
than click on policies tab..select "optimize for performance" radio box than click ok..
now format your flash drive ..file system select NTFS...click start... done
I Hope This Helps !!..