According to the document from the link you have 2 options to chose where to run the file from - internal or external (USB stick).
If you have selected the correct source then it might be a file error on the stick. Sometimes error messages on microcontroller based devices might be misleading as they hardly cover every particular error case.
Have you tried reading back the file to the PC?
Or use a different USB stick for a test?
If nothing else helps maybe you can split the job into smaller parts.