Ibex is correct, but that isn't the whole truth.
In order to put a file larger than 4 GB on your flash drive, it has to be formatted in something other than FAT32; e.g. exFAT or NTFS. The better choice depends on where/how you're going to use that flash drive.
Some TVs and media players will support one but not the other, and sadly some will support neither.
So where (in what/which devices) will you have to use that flash drive?