The way the file systems work, you have clusters within the sectors. The clusters are of a particular size (say 4k), and you cannot have more than one file occupying a single cluster ... though you can have one file occupying more than one cluster.
So, in reality, while the file's size may be 0 bytes, it's still taking up 4k of your disk (or, however large your cluster sizes are).
I know NTFS will do 512byte clusters, on up to 4k by default, depending on partition size. I can't remember the exact breakdown, but I think it's up to 2GB partitions = 512byte clusters, over 2GB partitions = 4K clusters. It can also be configured to go up to 64k clusters, regardless of partition size, though why anyone would want to waste that much space ... I have no clue.
FAT32 is 4k on up to 32k depending on partition size. I can't remember the breakdown though. I believe it's 2GB = 4k, over 2GB = 32k
FAT16 is 2k for partitions under 512meg, and 32k for any partitions over 512meg.
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