You need to reformat the drive as NTFS.
Most thumb drives are partitioned in FAT 32 which only supports 4GB transfers at a time.
If you choose to reformat, Be aware that it will destroy all existing data contained on the drive, Back it up first.
Type manage in your start menu and open the computer management program.
Select disk management in the left hand column.
Right click on your thumb drive and choose format.
Change file system to NTFS
Press ok.
Hope this helps.