as per most of my other posts recently…
do a full format of the cards/sticks under windows, not a quick format and try again. If that doesn’t work let us know make and size of cards/sticks
ext3, a better file system used mainly with linux type systems, allows you to have files larger than 4GB. You can run (boot into) a linux live standalone system on a pc, laptop etc. format your cards/sticks to ext3 for use, you won’t be able to use the usb cards/sticks on windows though without a Ext2Fsd driver or similar. A bit of a steep learning curve so unless you’ve files >4GB stick with fat32 for now
copying isn’t very intuitive… media, opt+, file manager
should get you started.