Well as I guessed you formatted the Hard drive as FAT, which in fact does not allow you file sizes above 4 GB, so either you chop up the data you want to archive, or format it to something more suitable.
If you not need to access this HDD on a Windows machine you could simply go for formatting the drive as
ext4 (Linux format).
Gparted allows you to do this with ease.
As well what could be the cause of errors are typos. so make sure you recheck the paths you typed in.
If you need indeed to access this drive in a Windows machine you can use
ntfs. For mounting it then in Linux you need to install
sudo apt-get install exfat* ntfs*
Then you should be able to use bigger file sizes and still mount your drive onto your server.
So to mount use the usual you would use with a FAT drive. The
sdX should match your actual drive letters.
sudo mkdir -p /mnt/external
sudo mount /dev/sdX /mnt/external
If that really does not suffice then explicitly define the file-system
sudo mount -t ntfs /dev/sdX /mnt/external