problem with copying a file

I am trying to copy a 5 GB file from my hard disk to a pendrive on Linux Mint 18. With a plain copying command, I get a message saying that the "file is too big". I tried to compress the file - both with Gzip, and with tar - but to no avail. In both cases, the compressed file could not be uncompressed. And tar threw up a message that it had encountered an unexpected EOF, and that it was an "irrecoverable error". I can't imagine that copying a large file could be an insurmountable problem, but a newbie like me does need some guidance. I suspect that there must be some sneaky copy protection built into the file - and I need to find a way to sneak past it!

Help much appreciated.

Alok Rai