dunno where to ask this (cannot copy the dvd iso file from harddisk to SD card)

I found that I cannot copy the dvd iso file from harddisk to SD card
the card is 16GB and still have 11GB space
the file is only 4.XXGB
but when I try to copy in XP or VISTA
it said the card is full can cannot copy
copying other files of 6xxMB or 7XX MB has no problem at all
anyone knows why?

Title edited and moved by Idler
Reason: meanless title
the card is fat32
fat32 can't hold DVD iso???
WTF....................
so must use ntfs ?????