Not enough free disk space (but there is!) error

Are you trying to save a big file (bigger than 4GB) on your pretty empty and pretty capable USB stick but you get the error "Not enough free disk space"?
The problem is probably due to the fact that your USB is formatted as FAT32.
This file system simply cannot handle file bigger than 4GB.
The solution is to format your USB drive to NTFS, this is the file system used by Windows XP/VISTA/7/8.
In this way your USB drive will be fully writable/readable by Windows/Linux and Mac (with Paragorn installed) systems.

NOTE:
Formatting your USB drive WILL DELETE its content! So make a backup first!