Why can I not copy a 4GB file to a brand new 32GB USB 3.0 Flash Drive? - file

I was given a new 32GB USB 3.0 Flash Drive for Christmas. I have just downloaded a 4k version of a movie that is 4.53GB and I am trying to copy that file to the USB stick however whenever I try my laptop shows me a message saying the file is too large for my USB drive. However that is plainly not the case as it has 28.6GB free and should leave me with over 24GB after copying.
I am not sure what is using up the first 4GB on the drive as the existing SanSecureAccess folder and files are only 10MB or so. Therefore something hidden is using up the best part of 3GB on a brand new USB stick I have just popped out the wrapper. What I don't know but even so with 28GB I should be able to copy the file to my USB.
Is there some sort of limit on the size of a file you can "copy" and then "paste" from a folder to another drive in Windows or something, as that is the only thing I can think of as there is plenty of room so unless there is a process preventing the copy n paste I don't know what is going on.
I have had this issue many times before with files that are over a GB or so, when I have tried to copy them to USB sticks with plenty of space however the PC always shows me a message saying the file is too big for the USB drive when it isn't. However this is brand new USB stick just opened and nothing else has been copied to it.
I don't know if it's an issue with my PC, the file or the USB. I have got a new HP laptop for XMAS so I could try copying it once I have set that new laptop up but I am not sure why I would get issues on my current HP 64bit, laptop anyway.
Here is a screenshot of the folder, the message, and you can see how much space is on the drive as it's brand new.
Any help would be appreciated as I have no clue to why something that is only 4.5GB is too large for a 32GB drive.

Try to format your usb flash drive and you will see a choice of system file change it into NTFS
look like this
for USB Flash Drive ussualy the default setting was FAT32, there will be 2 option NTFS and FAT32, choose the Ntfs :)

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