How to move a 4GB file onto a USB Stick?

I know the USB stick is formatted wrong, but I'm not sure which format to use?
I want to be able to copy my Mac files onto the stick, couple of the videos are larger that 4GB, and give them to my client, who is on a PC.
So, I need to format it so that it will work on both a Mac and a PC.
Disk Utility has several options, but I am not sure which one is best for the later part, moving the files to a PC.
Disk Utility format options:
     1. Mac OS Extended (Journaled)
     2. Mac OS Extended
     3. Mac OS Extended (Case-sensitive, Journaled)
     4. Mac OS Extended (Case-sensitive)
     5. MS-DOS (FAT)   <-- I know this isn't it!
     6. ExFAT
Which do I choose?

5. MS-DOS (FAT)   <-- I know this isn't it!
6. ExFAT
These are the only two compatible with both. The latter can handle large files. FAT32 is only capable of up to 4 GBs per file.
You could purchase and install Tuxera NTFS 2012.3.4 on your computer so you could read and write NTFS files. NTFS is the most compatible filesystem for your described needs.

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