Trying to format a new USB flash drive so it will work on both a Mac and PC

I have a brand new Sandisk USB flash drive that I am trying to copy movie files onto from my Mac's hard drive.  For some reason I can copy one of the movie files but not the other, even though they are both Quicktime (.mov) files.  In doing some research, it seems the one file will not copy/paste likely because it is over 4 GB in size and the FAT32 filing system on the USB drive prevents files in excess of this size to be copied and pasted.
My question to anyone who can help me is:  How can I get files over 4 GB onto and off of this USB drive AND be able to use it for both Mac and PC computers?
Thanks for any advice.
Shaun

If I format the USB stick on my Mac as exFAT, will my client who´s most likely using a PC be able to screen it tomorrow morning...??
exFAT would only be an issue if they were running a version of Windows older than XP. If it is XP, they would need to install the free exFAT update before being able to access the drive.

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