Spliting video files

i have been downloading video files that i want to upload it at a site.. the video is too big.. i really need a software thay would split the file into diffrent video file.
i tried hj split to do that but when ever i split it its in a very odd file format.. its called 001 file..
i was hopeing if you guys would know a couple of softwares that would split video files so that they stay like a normal video file when they are splited.

i reallly need it quick.. plz mods or supermods or even members answer this question.. thank you all in advance.