Whether you face a four gigabyte file size limit in Win98, or have a friend with 3 (three) megabytes of e-mail storage (thanks AT&T WorldNet!), I have long wondered about this.
Some versions of MS-DOS used to have the concatenate command, but I think that was dropped long ago. I do not believe the Linux/Unix "split" and "join" commands would help here. They were designed for text files with frequent carriage returns, not binary/executable or multimedia files (linux and unix take the DOS batch-file/script concept TO THE EXTREME, as you may know).
I used to use PK-ZIP to span big anti-virus updates across multiple floppies, does WinZip or 7-zip allow this on a larger scale (say, 5 to 10 megs per chunk)? I downloaded StarOffice 5.01 (57 Megs) in seven reasonably-equal chunks (6.75 hours on dialup!) 5 or 6 years ago, so I know it is possible.
I suggest sourceforge because when I searched for "zip" on freshmeat I found nothing but "sponsored" links (although those may be good too). You can probably find a standalone tool that doesn't require other stuff (like BitTorrent requires Python) or need to be compiled (I consider myself something of a geek, and compiling even scares me!).
If you find an acceptable tool, and are willing to have many chunks, this may actually be easier than sending CD/DVDs or hard drives (or Iomega ZIP discs) through postal mail (EDIT: especially in places where mail routinely "disappears", which are NOT always third-world countries BTW!).
EDIT: Many audio/video file formats already use compression, so when you zip them up, you won't save much on total size (bytes sent). Breaking them into manageable pieces will be your only benefit.
Let us know what you find!