The flash drive is probably formatted as a FAT partition, which means it cannot take fat files...
Use a file archiver such as the free and open source 7-Zip to split your file into smaller 1GB chunks.

After you install 7-Zip, in Windows Explorer, right-click on your file and select "Z-Zip|Add to archive".
In the "Split to columes, bytes" field, type "1G" for 1 gigabyte chunks.
In the "Compression level" field, select "Store", as you don't need to compress the file, only to split it.

It will create 4 1GB files and a 5th one with the remaining size.
To restore the whole file after you copied it to the target computer, right-click "7-Zip|Extract here".

You also need 7-Zip on that target computer.