Rip a DVD to 1 big file ins't impossibile?

When I ripped a DVD I can't merge all to 1 file, up 4Gb I can't write why? Is a limit dos/windows? I can resolve this problem?
 
The file size limitation of a FAT 32 formated Hard Drive is 4 gig. The only Windows solution is to install Windows 2000 or XP and format HD to NTFS, then the size of the file is limited to the size of your hard drive.
 
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