Rendering my Video.

I have rendered my video using quick render and I have a video with a property size of 5.8gb

When I try to copy and paste this to a 32gb memory stick it says the video is too big. I get the same result when I try to transfer it to another hard drive with 360gb spare space.

When I try to render it to a separate hard drive it goes all the way through before advising me that it has discovered a problem with the file structure and cannot complete the render.

Any ideas.