I've got this same problem. Cant move certain (most) files from macintosh OS Extended Journaled drive to 3 different FAT32 Drives I've tested so far.
I'm on 10.6.2 and I've tried a 16GB Fat32 Thumb Drive, which has worked fine in the past on this same Mac Pro until tonight?, I only updated iTunes recently in last week, in 10.6.1 and 10.5 and never any issues. Suddenly, I get errors when copying to dmg files certain drives IE: *The operation can't be completed because an unexpected error occurred (error code 0)*
One was a thumb drive 16GB that was 1/2 full. Copying a number of known good dmg files, ranging in size up to 4.5GB and some would start then quit. Others give an immediate
While copying from internal desktop SATA stock drive to my external Oxford 911 Chipset Firewire Drive. While this same drive, its 2nd partition that os Mac OS Ext Journaled, copied that SAME 4.5GB file just fine!? What gives with the Fat32 Errors? These drives all work on my other Mac on 10.5 and on my PCs and PS3 No problems at all.
The drive partitions for this external oxford 911 drive was 'storage a' and 'storage B', I renamed storage B to B storage and repaired disk on it and repaired permissions on the Macintosh HD, then reinstalled 10.6.2 Combo update on top of itself and it seems better at the moment. But I'm not sure what fixed it or if I just havent tested it enough to see it fail again.
I just used my Mac parition instead to move the files and it all worked for the time being. But ya, anyone who knows what the **** causes this bug or issue chime in Please!!