Problem transferring files to new iMac

Got my new 27" iMac just before Christmas and I'm still installing stuff and generally getting it the way I want it. It's my first iMac and I'm coming from a Windows 7 PC.

I have a large photo library - over 200GB, mixture of RAW and JPEG files. They were stored on the PC hard drive but also backed up onto an external hard drive, which had been formatted as exFAT, in anticipation of the iMac being able to read it.

The iMac can read the external disc without a problem, but I'm having problems transferring the picture files - it has done a partial transfer but repeated attempts to copy & paste or drag files to complete the job result in an 'error 0' message. I've Googled this but the results all seem to refer to problems transferring TO an external drive, not FROM such a drive to the iMac's built-in hard drive.

I could work off the external drive only, but the plan was to transfer everything over and then use it as a Time Machine backup device.

Loving the iMac - but I'd be grateful for any suggested solution to this problem.

Thanks.