Linux, and all modern Unix varieties support large file sizes well in excess of 4gig.
If the file is compressible, or you want to archive more than one file, use tar:
tar -cvzf /my/backup/drive/file.tgz /path/to/my/large/file ...
If you don't want compression:
tar -cvf /my/backup/drive/file.tar /path/to/my/large/file ...