Why cant I transfer 4GB+ 720p Movies onto a 8GB USB Pen?

I have a 8GB USB Memory Stick (I like to say pen) but I’m unable to transfer 720p movies onto it, they are around 4GB. I’m obviously only trying to transfer one but it doesn’t work.
Is the USB split into different memory thingys or something?
Confusing.
Answer #1
You need to format the drive to NTFS.
Answer #2
Thanks. Trying now.
Answer #3
Reason why your drive was default to FAT32 is compatibility. Some devices cannot read NTFS, once you convert. But you can always convert back. :]
Answer #4
First backup all your data to another drive.
open cmd.
type “convert H: /fs:ntfs /x” (if ur drive name is I then “convert I: /fs:ntfs /x”) (without quotes)
Done..