Your device can generaly only read the micro-SD cards formatted to the FAT32 standard, which doesn't support files bigger than 4 GB.
This is why ARCHOS developped the HDVideoTransfer tool that you download here. This application lets you cut the files without needing to recode them. Simply indicate the folder where you want to transfer them and then drag the video to cut your file correctly. Your file will be then recognized by your device as a single entity.
A warning message from your operating system can be displayed when you will try to copy content to your device in MTP mode. Confirm the copy only if you're sure of the source of the file you want to copy as well as of its compatibility with your device.