you're not capturing the thing as one continuous clip right? You will find a clip you want from the tape on your computer, capture that clip, then stop capturing until you find the next clip you want right? If you do that, you should be able to re-name them and keep them organized all right from the capturing pop-up window. Butt, if you're trying to capture a lengthy set of clips, (say like your friends are all really good, and every trick they land is a banger, first try), just try to remember to stop it from capturing after each clip is over, that way it's already split for you?
Not really sure what you mean by they all stay together I guess, but if you do either one of those things it should work I guess. If not, give me more info, I MIGHT be able to help. No guarantees =)