(but i highly doubt a single song file is more than 4gb)
do you have a pc to test the format of your usb?
and no, formating a usb is like cleaning a canvas, erasing everything. so you should format it before putting the music in.
if you can put the music in it already, then there is no need to format it then
I have a PC and a Mac.
If it's formatted to FAT32 you have restrictions as to how many characters a filename can be (and what those characters are). Try changing the file names to something shorter and see if it copies.
If it doesn't I'd say something is wrong with the disk. Check it for errors on the PC (look for bad sectors too) and see if you can salvage it.