External HD full, but its not!

What are the files sizes you are trying to copy, and what is the file system on the external drive.

If it is FAT32, it has a maximum limit of 4GB for the file size, whereas NTFS has a much biggerlimit, can't remeber of the top of my head though.
 
You can convert from FAT32 to NTFS on the fly using the cunningly named convert.exe utility included with Windows.

Windows Help said:
To convert a volume to NTFS from the command prompt
Open the Command Prompt window.
In the command prompt window, type
convert drive_letter: /fs:ntfs

For example, typing convert D: /fs:ntfs would format drive D: with the ntfs format.

Notes

To open a command prompt, click Start, point to All Programs, point to Accessories, and then click Command Prompt.
You can convert FAT or FAT32 volumes to NTFS with this command.
 
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