It's usually one of two things.
1. The memory stick is formatted in FAT32.
2. You put the file in the top directory and the top directory is full.
Im simply trying to copy a ~7GB .pst file, albeit rather large, to a empty 32GB usb memory stick (Micro Center Branded) and get an error saying there is not enough room on the memory stick? I tried reformatting the memory stick, same issue. Tried the memory stick on a different laptop, tried copying the same 7GB file, same isue. Tried copying a smaller 3GB pst file and that works! Took back the stick and got a replacement, still same issue. Im out of ideas?? Thanks!