partimage splitted the file for me when I did the backup. It has an (preselected) option of maximum file size.
I also tried combining those partimage files by connecting the external drive to another WinXP comp, and
copy/B pi.gz.000+pi.gz.001 pi.gz
where the result is on an NTFS partition.
But then, Knoppix's Ark says it fails to extract the archive, and partimage also fails when trying to restore from it.

I'm in serious trouble now, it seems.