What version of PxPlus are you using also are you using the GUI or Text mode of the SplitFile routine to setup the file splitting?
BTW: An error 31 may be due to the memory limits you have set in your application. Do you issue a START nnn to set the memory limit or take the defaults?
You may get around the problem by setting the 'SZ' system parameter to a larger number of setting 'IZ' to have the system ignore the limitation. Note that setting IZ can cause OS problems should you have a run away process that take all OS memory.