Can't copy large files

I have a problem when I try copying larg files. I have one harddrive, divided
into to two partions c: and d:. Windows is on c: and there I have about 1GB
of free space. On d: I have all my programs etc. and about 60GB of free
space. The problem occurs when I try to copy a file, larger than the free
space on c:, from d: to an external harddrive. It's not possible and Windows
tells me that the harddrive is full. But the external hardrive has a lot of
free space.

I suspect that the amount of free space on the Windows-partion (c is
limiting how large files I can copy. Is that so and if so, is there anyway to
change this without having to format my harddrive and make new partions??? It
seems a bit strange if I have to have about 5GB unused space on c: just so I
can copy/move larger files.

The same problem also occurs when I try to recieve files via Messenger. If
the files are larger than the free space on c:, I can't recieve them. Even if
I have chosen that the files should be downloaded to d:, they seem to be
downloaded first to c:, then copyed to the right folder.