Kal20mx,
Right click on your drive's properties. Under it's title, you'll have Type and File System listed. The File System on those Flash Drives come defaulted at FAT32, because it's universally readable by nearly every OS out there these days (note: they sell these drives assuming you may use it for MAC or even LINUX, not just Windows!). The problem is that FAT32 has a 4gig file size limit (not 2 gigs). So even though it can hold 14+gigs, it can only have 4gigs per file at best on those 16gigs. To remedy this, just right click the drive, click "Format" and select "NTFS" as the file system.
Very best,