To spell out what can be said in other, more complicated ways: it is a setting on your hosts server that you are able to change (hopefully). I created a text document called 'php.ini' with the following lines:
upload_max_filesize = 30M
post_max_size = 40M
Which would give a maximum size of 30 MB, if my guess is correct. The way I heard it,
post_max_size should always be a bit larger than
upload_max_filesize, although how much larger is ambiguous.
After I saved that file, I uploaded it to my wp-admin directory—this is important, since it's the directory that matters here. Replace my MB values with your own, and this should be the solution you want.