This is a limitation of the FAT32 file system
This article applies to:
The FAT32 file system limits file size to 4 GB.
When backing up to FAT32 media, Acronis True Image automatically splits the backup archive to 4 GB volumes.
When backing up to a FAT32 internal hard disk drive, Acronis True Image will automatically split the backup archive to 4 GB volumes without any messages.
When backing up to a FAT32 flash drive, Acronis True Image will show the Insert next volume message. See Acronis True Image Asks to Insert Next Volume When Backing Up to USB Flash Drive.
For information on how to convert FAT disks to NTFS, please see Microsoft TechNet article: How to Convert FAT Disks to NTFS.