I overcame this 4GB file problem by formatting my USB stick to NTFS. But Linux or other OS's or devices doesn't support this format.
Is it possible to have a program inside my USB stick, which would create its own file system, so that there would be a copy of this program for all most common OS's around, and thus make it possible to transfer over 4GB files between any computers easily?
This program could be placed on the FAT32 filesystem, so it will be readable for (almost) every OS or device. So when I would use this program, I would use it only when I need to store files over 4GB, other files could be simply placed on the FAT32 drive for easier access (in the case when a device cannot run the program, such as music players).
The only program I know that can do this kind of a thing, is a program which would split the files into 4GB chunks, but that is a bit tedious to use, because I have to rebuild the file each time I read it; that takes a lot of time.