It may occur that when you try to copy files from your hard disk to an external device such as an external HDD or a USB key, you get an error stating that there was no free space left on your device although you just erased everything from it to make some. This is most likely due to limitations of the file system your drive uses - newer drives might already use the NTFS file system while older will still use FAT32 or even FAT16.
The thing is that FAT32 formatted drives only support files up to a maximum size of 4GB - for example if you try to put an image file of 6 GB onto an external, FAT32 formatted hard drive of 320 GB with 100 GB of those still free and not in use, the copying will fail. To change this, you have to format the target drive to the NTFS file system.
Formatting will erase all data on a drive, so backup everything you have on it beforehand. Afterwards, right-click the drive in your file browser and choose Format....
On the appearing window, there will likely be an FAT file system on the File System drop-down menu (if it already says NTFS there, this guide won't solve your problems). Before you change anything, double-check that you picked the right drive. Then change the file system to NTFS and click Start.