In Windows, you can easily convert a storage format from FAT/FAT32 to NTFS without losing the data within. This will allow you to store files more than 4GB.
1. In Windows, open a command prompt.
convert drive_letter: /fs:ntfs
convert E: /fs:ntfs would format drive ED: to the NTFS format.
Note: This is a one way process. You can’t reverse the process without formatting the drive.