Macbook Pro 13' (Early 2011)

How do I copy movies, series, etc. to an external hard disk (NTFS volume)? My Mac can only read from the external drive but not write. I don't want to use a FAT32 volume, because the maximum possible size for a file on a FAT32 volume is 4 GiB. So, can someone tell me how do I copy files to an NTFS volume?

Thanks in advance.

Paragon's NTFS for Mac is "the easiest and most hassle free".
Well worth the $20.

Keep all of my misc externals as NTFS except for my cloned backup drives.

If you plan on installing Windows via Boot Camp, you might consider their 3in1 package.
Gives Windows write access to HFS+ volumes and will allow you to non-destructively resize your OS X/BootCamp partition on your Mac with CampTune.