Transfering large files

Oh, man, I was hoping for a more simple solution. lol  The problem is this: I have 518 GB of movies on the hard drive already and I don’t have anything to back them up on. I’m hoping I don’t have to copy all my DVD’s again. There is a another question I have. After I got my bigger external hard drive I started copying my DVD’s directly onto it, but if the movie was bigger than 4GB, it broke it up into two files. So if I do do convert the drive to NTFS, will it quit breaking up the files?