|Considering it's a "pen" drive (and the fact that you get an error saying the file is too large), I'll assume the format is FAT32, which has a limit of around 4GB per file.|
(This isn't exactly my best field of experience, but I've done this quite a few times.)
Since it's empty you can easily convert into NTFS.
There are two ways that I know of:
THIS WILL ERASE ALL DATA ON THE SELECTED DRIVE
1: Right-click your drive, and choose "Format" (or the equivalent of your language)
2: You'll get a dialog box with some options. Under File System, choose "NTFS".
3: Click "Start".
Note that in order to revert to FAT32 after conversion requires you to format the drive, which will remove all data on it.
1: Open Command prompt
2: Run the command chkdsk H: /f
Replace H: with the drive letter of your target drive.
3: Run the command convert H: /FS:NTFS
Again, replace H: with the drive letter of your target drive.
Don't worry if plan A fails, there are 25 more letters in the alphabet ;)
message edited by RainBawZ