Most of the time this is because the size of the file that you want to copy is too large for the file system to handle. Check your disk file system format, FAT32 can only handle about 4GB (232−1) bytes. Most portable hard drive and flashdisk is formated that way. So when you try to copy for example an ISO image of 7GB, the system will refuse to copy the file.
One way to resolve this issue is by converting the file system to NTFS format without losing all existing file in the disk. Just go to the Command Prompt and execute the command:
C:\> CONVERT G: /fs:ntfs
Where G: is a name of the drive you want to convert.
Note:
You may also have to check the disk for consistency before converting by executing:
C:\> CHKDSK G: /F