Usually, the software might be the culprit of combining the files for the day. The camcorder should record each clip as a different file. You might just have to end up using a video editing software to separate the files. Did you check through the manual of the software to see if that option exists?
I have had the SDR-H40 for a few months now, and have yet to find a solution to this problem. When I import my videos onto the computer using the software, the camera appears to organize all videos that were recorded on the same day as a single video, with all individual videos being "scenes" throughout the day. I can play them individually only through the software, but I can't seperate them from other ones taken that day. Even if I do not use the software to import them and use Windows Explorer to just copy them over onto my computer, it lists them on the camera as a single file named by the date, not 5 individual videos from that day. Does anyone know if this is a setting I can adjust?? I tried using the "split scenes" function on the software, but that just splits the scenes (or individual videos), and does not split them from whole video sequence taken that day. Thanks!