If you are using removable disk or USB key then you should look at this lesson. I will show you how you can safely remove your device from computer without the fear of losing data.
By default the command line outputs are displayed onto a screen, but you can easily redirect into a text file or even make it to be used as an input for the following command.
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.