Problem transferring files to external storage

Hello to all,

Today I came out a problem with my external memory, I tried to transfer a file of about 5 GB internal memory from my PC to the outside, to my great surprise I came out the message
"Can not copy" Video ": Disk space insufficient. Eliminate one or more files to increase the disk space and delete old or unnecessary files and free up space on the drive, click Disk Cleanup"

The problem is that the external memory have 130 GB free, my memory file system is FAT32 external, I have seen on some sites that the problem should be this, because it supports transfers of files larger than 4 GB, it creates a problem with large files because they have always moved, even by 9 GB file, which is it so successful.
Thanks to those who helps me.

Try to format in NTFS and see if the transfer succeeds. I confirm that fat32 has a 4GB limit. Check that the file system has the same drivers

It is the file system is FAT32, i have always moved everything, so the file system that I had before, but you may be amended only by becoming reason preventing FAT32 and then to transfer more than 4GB?

fat32 remains the most 'widespread units' external and true that NTFS and 'more' safe, but with the fact we have gone forward 10 years.
If you know you will use it only with NT systems (or any other win98, Me, or Windows systems do not) formatted to NTFS.

But excuse me if you say fat32 was safe because I think then format it to NTFS?

In effect, NTFS and best, but fat32 and' the most 'widespread compatibility' with the first systems put in brackets.
If the compatibility you need not go to the NTFS, but if you stay in fat32 and a stupid that the files "become unstable."