Blue screen of death whenever I copy video files to my 'Verbatim' mobile hard drive?

May sound silly but a lot of externals are formatted as Fat 32, and that is why you maybe blue screening, 2 ways to change it to NTFS, convert command from dos prompt or just plug in and from my computer r/click and format to NTFS. convert:\(?) fs \ NTFS, where (?) = the drive?, do from the run box dos prompt. WD are a good drives and Verbatim made good floppy drives and good Flash drives, but it is a possibility? Compatibility is the key word?