If you can't copy files that are bigger than 2 or 4 GB, usually HD movies and such, on to your USB key, it's usually due to the file system the USB key is formatted to.
Some websites overlay their photos and images with another blank image. But there's an easy way to download those pictures if you are using Google Chrome browser.
If you are bored of your Facebook cover image on your Timeline profile and you want to make one of your own this easy to follow Photoshop tutorial will do the trick.