File too large for volume format?

I'm trying to copy a 4.6GB .m4v file from my hard disk to an 8GB USB flash drive.
When I drag the movie in the finder, I get a dialogue telling me the file "is too large for the volume's format". That's a new one for me. If the flash drive has 8GB available, and the file is only 4.6GB in size, how is that too large? Does it have to do with the way the flash drive is formatted? It's presently formatted as MS DOS FAT 32. Is that the problem? Do I need to reformat as HFS+? Or is it some other problem?

The flash drive is pre-formatted FAT32 which has a maximum allowable file size of 2 GBs. Change the flash drive format for OS X:
Drive Partition and Format
1. Open Disk Utility in your Utilities folder.
2. After DU loads select your hard drive (this is the entry with the mfgr.'s ID and size) from the left side list. Click on the Partition tab in the DU main window.
3. Under the Volume Scheme heading set the number of partitions from the drop down menu to one. Click on the Options button, set the partition scheme to GUID then click on the OK button. Set the format type to Mac OS Extended (Journaled.) Click on the Apply button and wait until the process has completed.

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George Schreyer describes this behavior: “If you should want to do some massive rearrangement of your disk, Time Machine will interpret the rearranged files as new files and back them up again in their new locations. Just renaming a folder will cause this to happen. This is OK if you've got lots of room on your backup disk. Eventually, Time Machine will thin those backups and the space consumed will be recovered. However, if you really want recover the space in the backup volume immediately, you can. To do this, bring a Finder window to the front and then click the Time Machine icon on the dock. This will activate the Time Machine user interface. Navigate back in time to where the old stuff exists and select it. Then pull down the "action" menu (the gear thing) and select "delete all backups" and the older stuff vanishes.” (http://www.girr.org/mac_stuff/backups.html)
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File too large for volume format?

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