If you have a single file that is over that size, then you're going to have to split it - perhaps someone else on the forum would have a good suggestion for as to how to do that. However, it's rare to find a single file that big. Otherwise, just put some of the files on one DVD-R, and the rest on another. I would avoid compression, as compressing a 5+GB file will take approximately a billion years, give or take a year or two. And it most likely still won't fit.