transferring photos and videos to flash drive

I tried to transfer my photos and videos from iphoto to a 16G flash drive on my Macbook Air. I am running out of memory on my Macbook but want easy access to my video and photos. In Iphoto I transferred my very large file by exporting to my flash drive. My problem is only my photos were transferred. The videos were transferred but wont play. I dont understand how the file of a video can be transferred but not the contents of it. What did I do wrong? I also checked the storage on system information and it only shows pictures on my flash drive and no movies. What should I do now?