Big MKV (4gb+) files. What to do?

Hi Guys,

I just purchased an Rockchip 2918, ARM Cortex A8, 1.2GHz device from a chinese store and it looks like an useless device (except for LAN player). I have a 500GB hdd and its formatted in FAT. I can't put big files on it due to the format limitation.

So what's the point in having a 1080 player if you can't play big movies (like 8gb)? There is any alternative to FAT? I think I missed the point.