Your USB probably is formatted with the Fat32 file system. This does not support files greater than 4GB
If you need to copy a 4.2GB file than you need to reformat the USB with a different file system such as NTFS before copying the file. Remember to backup your files from your USB before formatting, as this will erase everything.
I just bought a new Sandisk 16 gig flash drive. when I tried to copy a 4.2 gig video to it i got an error. said the file was too big it wouldnt fit on the flash drive. theres nothing on the drive yet.