Won't save

I have been trying to save large video files onto my WD external hard drive and I consistently get an error message.  I have it formatted Mac OS Extended (not journaled).  I am getting an error code 36.  Two of the files are iDVD files, and some are iMovie files.  Is there a size limitation per file?  Something else?

Mac OS extended should not have any limitation, it might a problem with that file specific and not the drive.

Have you try copying a file with a similar or larger size ?

Check this  Artcile for more info.