Burning files larger than 4GB seems to be a tricky thing in most programs. Lets say for example, you have a DV file that's 6GB. You should be able to fit it on a dual layer DVD without issue, but most burning programs fail to handle it.
Linux seems to work wonders for me on the command line. If I figure out something in Mac or Windows, I'll let you know, but I don't have access to a dual layer burner on either of those OSes at this time.
In Linux, you can make the appropriate ISO image with either:
mkisofs -r -R -J -l -allow-limited-size -udf -o largefile.iso largefile.ext
or use:
genisoimage -allow-limited-size -udf -o largefile.iso largefile.ext
Once the ISO is generated, you could burn with growisofs -Z /dev/dvd=largefile.iso or move the ISO to Mac or Windows...