The correct way to format 8GB flash drive

Problem : I can copy small files like less than 4GB size into 8GB flash drive. But can't copy large files. Why?

Answer : because, you format your flash drive by using FAT 32 method. So to avoid this problem, format the drive as NTFS. 

How to do that : first you have to copy all necessary files into some where. Then right click on the flash drive in 'File Explore' and then select under file system as NTFS and format.