Your external drive might be formatted using FAT32. The FAT32 file system cannot handle files over 4GB in size. Therefore, this error message will appear if the exported file size is over 4GB.

There are two solutions:

1. Convert the drive to NTFS format
Please visit Microsoft website for the conversion procedure.

2. Format the disk using NTFS
You can format the disk using Windows Explorer as below. In this case, current data in the external drive will be lost. If necessary, back up the data in advance.

1) Open Windows Explorer. 
2) Right-click the target drive and then choose [Format].
3) The Format Disk window will appear. Choose ‘NTFS’ as the file system and check ‘Quick Format’ option.
4) Click [Start] button.