If you've encountered an error while copying a large file (4 GB or larger) to a USB drive that has plenty of free space, reporting that the file is too large, it's probably because the USB drive has been formatted with the FAT32 file system that has a limit on how large a file it can have.
There is an relatively easy fix for the problem of a file being too large for the USB drive: you need to change the file system of the removable drive from FAT32 to a more modern system, such as exFAT of NTFS.
Before you proceed, check the USB drive you are about to modify for any important files of yours, and if it has some, copy them out of the drive to some other location (such as the PC or a different removable drive). This is necessary because changing the file system of a drive will automatically erase its contents.
After double-checking to make sure it's OK to erase the removable drive, while it's still attached to the PC, open the This PC folder, right-click on the USB drive in question (make sure it's the correct one!) and choose Format from the right-click menu. When the Format screen appears, select exFAT or NTFS from the File system list:
If you are not sure which one to choose, select exFAT: it has more support from non-windows device manufacturers, so if for example, you would want to use the USB drive with a Mac or Linux computer, chances are they will be able to open the files from the drive without any additional tweaking. If, however, you intend on using the drives with older Windows computers, such as Windows XP, then select NFTS, because exFAT is a relatively new format that may not be recognized by the old computer.
While you are deciding on which file system to select, you may also want to enter a Volume Label for the drive, such as Photos, or Movies, or some other short text to remind yourself what this drive you are going to use for. This label will be displayed in the This PC folder next to the USB drive letter.
Another option to select is Quick Format: if it's on, the file system of the drive will be replaced with the new one without erasing the whole drive, which would be much faster then performing a complete erase.
Press Start to begin the formatting, and when it's done, press Close to dismiss the Format screen. Now you should be able to copy large files to the USB drive even if they are larger than 4GB without encountering errors.
Happy file managing!
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