Maybe you need to add the trailing slash there (d:)?
UPDATE: Looks like I was wrong that my external Hard Drive was NTFS format (when I right clicked and selected ‘Format’ it showed me NTFS as default so I thought it was NTFS - sorry! learned something new). It was actually FAT32 format which explains the error - ‘file too large for destination file system’.
I went to cmd prompt and used command ‘convert d:/fs:ntfs’. It formatted my external HDD D: to NTFS without losing any data. Now when I try to copy the tmp file, it is allowing me to.
Thank you everyone who spent time on posting some recommendations here. Really appreciate it. (and sorry for the novice error on reading the format incorrectly)