As chef says the ref you gave is more like a kind of a sound file, but as you say movies it can be a dif story.
Depending on the O/S you use, you may have dif packages. It also depends on how larger the files are over 800 MB.
And, after the split, do you want them put back to one piece again?
If you use XP, you can use the free editor that comes with it (its in version 2, but don't know the name by heart as I don't use it), open the file, split a the point you want, dlete the end part, save to disc. Repeat the operation, delete the initial part, save to disc.
Take care and do it using a copy, not the original.
Now you can record to CD, but not to get them back as a piece in a perfect match, besides you can do the the reverse operation you may loose a tinny part (image, sound or sincro).
You can use the suggestion about Rar or Zip, but don't know how they work with a movie file.
You can also convert to a more compressed format - you may find freeware, or use Nero Digital or other package that can shrink your movie (at a quality cost, besides some DivX may give almost the same).
But, the easiest thing would be to record it to a DVD - at the price drives and media are and the troubles you would save it may pay.