Ah, I see your problem. HJSplit breaks up a file and renames it with a numerical extension, i.e. .001, .002, and so on. The TickleTheater board software sees the .001 as the file's extension, not the .mpg, and thus doesn't allow it to be posted. You can either add something like .zip or .rar after the three numbers manually (Reminding downloaders to remove it), or you can right-click on each individual file, go to "Send To," and select "Compressed (zipped) folder" (in Windows XP). This will package the file in a .zip folder (Which sould appear in the same folder that you have your video files in) that the Theater will accept.
Let me know if this didn't make any sense and I can arrange for a graphical demonstration.