Enter Explicit, a free open source Cocoa application that provides a very easy interface for doing just that! Here's a screenshot of the interface:
The author of this software used to have a program available called Xmerge, which allowed you to go the opposite direction and merge two or more files together into one large one, but it seems to no longer be available. (Ah...looks like it's an open source Linux application for which he just built a GUI). I have a copy of it on my Panther machine at home and still use it occasionally to combine files.