Transferring large files to/from a Media Player in Windows

I ran across an error today when trying to copy a 3 GB file off of my Pocket DJ:

not enough storage is available to complete this operation

It turns out that Microsoft has a hotfix for this problem: http://support.microsoft.com/default.aspx?scid=kb;en-us;895316

A quick install and a reboot and the problem went away.