It splits the files because if your on a FAT32 Partition, files can only be 2gig's at max (if i remember right) as where a NTFS Partition you really don't have to worry. When it splits files you should have something like a .d00, .d01 or something like that with a .mds file that file is like a index file that tells the program that the image is split and how to write those 'files' back to a disc. Basically as long as you have a index file then your gonna be just fine, don't worry about it splitting into seperate files.
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