Flash drive(Pen Drive) comes with a default format of FAT32.

FAT32 enables the data copying in parts.

e.g. Maximum file size that can be copied to a 8gb pen drive is 4gb.

Suppose your file type is .iso and is more than 4gb,you cannot copy it to your flash drive.

For this purpose format your flash drive using NTFS  format which is shown while the formatting options itself.
It will decrease your storage capacity by a few mbs, but will enable the larger data copying and will perform the same at a faster speed.