One of the most annoying limitation in Linux Multimedia is that you can't burn a single file >4Gb in a DVD. Try yourself with your favorite GUI: K3b, Brasero, Gnomebaker,.. Fortunatly CLI can help in this task.

K3b support UDF filesystem but the >4gb limitation is still there.

Some debug information with Brasero:

process (BraseroGrowisofs) launching command
process (BraseroGrowisofs) stdout: Executing 'genisoimage -r -input-charset utf8 -graft-points 
-D -path-list /tmp/brasero_tmp_5Ymlcj/brasero_tmp_214J0T -exclude-list /tmp/brasero_tmp_5Ymlcj/brasero_tmp_E34J0T
-V MI3 -A Brasero-0.6.1 -sysid LINUX -v | builtin_dd of=/dev/hdc obs=32k seek=0'
process (BraseroGrowisofs) stderr: genisoimage 1.1.6 (Linux)
process (BraseroGrowisofs) stderr: File /media/hdb1/big_file.mkv is larger than 4GiB-1.
process (BraseroGrowisofs) stdout: HUP
process (BraseroGrowisofs) stderr: -allow-limited-size was not specified. There is no way do represent this file size.
Aborting.
process (BraseroGrowisofs) stderr: :-( write failed: Input/output error

Here are the step by step instructions (You need to install before udftools)

dd if=/dev/zero of=file.iso bs=1024 count=4589800
mkudffs file.iso
mkdir /media/tmpdvd # if you haven't already a directory
mount -o loop -t udf file.iso /media/tmpdvd
cp big_file /media/tmpdvd
umount /media/tmpdvd

Burn file.iso with the GUI you prefer, but not with Nautilus-cd-burner because it validates the ISO format.