USB sticks as Cruzer etc prepared to work with FAT32 file system.
That is why when copying big files may return error message as "not enough
space on target".
When formatting the USB, the only option that comes up is FAT32.

In order to solve this issue do the following:
1. Backup all data you had on the USB disk.
2. Right click on "My Computer" > select "Manage".
3. On the Left side menu > Choose "Disk management"
4. On the right side you should see a list of your Hard drives > locate
the "Removable disk" > right click and select "properties".
5. Choose "Policies".
6. Select the option “Optimize for performance” instead of
 “Optimize for quick removal”.
7. Browse to "My computer" > Right click the USB > Format > Choose "NTFS"

Important to know:
The USB drive will function much slower than before but it will copy big files.