Flash drives pen drives cannot open files?

I purchased 2 x 8gb flash/pen drives - if i copy movie files to either of them the first and second movie file work fine but the third always fails asking for repair - the repair option does not do anything - now i've tried copying different movie files (which all work from the hard drive) and its always the same - it seems once i copy above 2gb whatever is above this fails, i've also formatted the disk, but can only format to Fat32 as NTFS fails, i've also tried setting the local policy to performance, and formatting using HP USB Disk Storage Format Tool, tried a different computer too, all using USB2

this is very annoying any help appreciated