What file system should I choose when formatting a flash drive? I need to write a few large files (larger than 4 GB) on a flash drive, but I can't do it, because the file system of the flash drive is MS-DOS (FAT32). 

How should I format the flash drive, so I can write down large files into it, and then open it on a PC on windows and download these files?
What file system should I choose when formatting the flash drive?
exFAT is the only format which will work for you as it will allow files greater than 4GB and work on Windows. Disk Utility can format using exFAT.