Originally Posted by Android1
Is your flash drive formatted with FAT32? If so, you are running into a limitation of that file system. The maximum size a file on a FAT32 volume can be is 4GB. Try compressing the file to see if you can get it below that size.
Or you could copy out any important stuff off the flash drive, format the flash drive as NTFS, and voila.
Or, if you can't do the above, you can use a program like winrar or 7zip to break the file up into chunks. merge them at the destination but that'll take two trips to do.