Cannot copy dvd/avi to Pendrive

Hi
I got one weird problem with my new pendrive (bought 3). Cannot copy any dvd or avi file inside the pendrive (Steelmate 32gb). All data related to dvd/avi cannot be opened. I've try already with regular pendrive, evrything fine. When I bought the pendrive, seller state inside the auction page "designed exclusively for microsoft office data only". Other file like worksheet/picture/software running smooth with
the pendrive. I really think there no faulty hardware error with the drive. Maybe some kind of unlocked thing. Hope somebody can give me an idea. TQ .

I've already:

Format the pendrive
Scan for faulty
Zip the dvd/avi n move to the drive


p/s u can check the pendrive picture here:
http://www.mudah.my/Pendrive+steelmate+32gb-7111961.htm

 

What format is the drive?
IF it claimed to be for other OSes it might of been FAT, when you reformatted did it format FAT32 or NTFS?
Are the files larger that 4GB?

 

Curently the pendrive in "Fat". I've try reformat using admid tools/disk management/right click->format
But only option for "Fat". cannot select "nsft/Fat32. It's a 32gb pendrive

Im using Winxp pro sp2

 

Yeah, the last question you did not answer but I will assume the issue is the files are 4GB and that is the issue.
The maximum file size on a FAT32 formatted partition is
4 GB or 4,294,967,296 bytes minus 2 bytes ...

The maximum file size on a FAT16 partition
under Windows 9.x and ME is 2 GB minus 1 byte ...

But the size limit using the FAT16 file system
under Windows NT or 2K is 4 GB ...

You'll need to format NTFS to put large files on the key.

Go into disk management and wipe it, then partition & format NTFS.