Why does remote replication from the NAS to an external USB disk fail, if the USB/eSATA disk is in FAT format?

Question:

Why does remote replication from the NAS to an external USB disk fail, if the USB/eSATA disk is in FAT format?

Answer:

This is probably due to a limitation of the FAT file system.
Some special characters are not supported by the FAT file system including / ? \:<>*|".
If the name of the source file contains any of these characters, remote replication will fail.