iPhoto cannot copy and paste some files

I'm trying to copy my photos to my external drive (FAT 32) but iPhoto just doesn't want to cooperate... I can copy and paste some files but others when I try to do so, I hear that Mac error sound as if I'm trying to paste nothing. I normally do this by using Command + C and even right clicking and copying and pasting to my desktop doesn't work. Anyone got any ideas? This is so frustrating...