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.
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.
FreeCommander is an alternative to Windows Explorer. It allows us to work with files much faster and also offers a lot of additional features for more advanced users.