You can use the sampling transforms in Integration Services, Percentage Sampling and Row Sampling. Percentage Sampling simply divides an input set by a %. A typical division is 70% training and 30% test. Row sampling allows you to choose exactly how many rows you want to select from an input of unknown size
In general for splitting a dataset you would use % sampling. Row sampling is good if you have an aribtrarily large dataset that you want to reduce to a reasonable size before mining - e.g. millions to 100's or 10's of thousands (not that you need to, it's just faster)
There are some tips on advanced sampling at
http://www.sqlserverdatamining.com/DMCommunity/TipsNTricks/2615.aspx
http://www.sqlserverdatamining.com/DMCommunity/TipsNTricks/4048.aspx