Can't copy/move video files to my external hard drive

[roraro]

I'm trying to copy/move my video files (two movies of size 10.something GB all together) from my computer to my external hard drive WD Passport 110 GB. The error message pops up then saying: The file [..........] is too large
for the destination file system. There's still available of 46.7 GB free space on my Passport, at least it says so.
So what's wrong for God' Sake ?
I even tried to copy/move one movie at a time and still can't do that 

EDIT: Lately I googled for the problem and have found out that the external hard drives with FAT32 file system (that's what the system file is on my Passport) can import video files only up to 4 GB or so. Then how could I move a video file of a size 7.56 GB to my Passport before ? It's not a lie cause I see this file right now in one of my Passport folders.

[bigtoe]

FAT or FAT32 formatting only supports files up to 4 GB... the Passport comes in the FAT format so it can be used on a PC or with a MAC .... You'll need to convert the Passport to the NTFS file system to be able to handle the larger files .... Unfortunately, you will lose all data onthe USB device durint the reformat....
http://support.microsoft.com/kb/307881