You install the Windows Deployment Services (WDS) role on a server that runs Windows Server 2008 R2.
When you attempt to upload spanned image files to the WDS server, you receive an error message.

You need to ensure that the image files can be uploaded.

What should you do?

A.
Grant the Authenticated Users group Full Control on the \REMINST directory.

B.
Run the wdsutil /Convert command at the command prompt on the WDS server.

C.
Run the imagex /Export command at the command prompt to export *.swm files to one destination *.wim on the WDS server.

D.
Run the wdsutil /add-image /imagefile:\\server\share\sources\install.wim /image type:install command for each component file individually at the command prompt on the WDS server.

Explanation:
Known issues with creating images
You cannot add split .wim (.swm) files to your Windows Deployment Services server. Instead, you must combine the split images into a single .wim file.
Source: http://download.microsoft.com/download/b/b%2F5/bb50037f-e4ae-40d1-a898-7cdfcf0ee9d8/WS08_STEP_BY_STEP_GUIDE/Step-by-StepGuideForWindowsDeploymentServicesInWindowsServer2008_En.doc

One can combine multiple .swm files to an .wim file with imagex.exe:
imagex /export src_file src_numbersrc_name dest_file dest_name {/boot | /check | /compress [type] | /ref [splitwim.swm] /temp| /logfile filename.log}

Exports a copy of the specified .wim file to another .wim file. The source and destination files must use the same compression type. You can also optimize an image by exporting to a new image file. When you modify an image, ImageX stores additional resource files that increase the overall size of the image. Exporting the image will remove unnecessary resource files.
src_file Specifies the file path of the .wim file that contains the image to be copied.
src_number Specifies the number of the specific volume within the .wim file.
src_name Specifies the name that identifies the image in the source .wim file.
dest_file Specifies the file path of the .wim file that will receive the image copy.
dest_name Specifies the unique name for the image in the destination .wim file.

/ref splitwim.swm
Enables the reference of split .wim files (SWMs). splitwim.swm is the name and location of additional split files. Wildcards are accepted.
Source: http://technet.microsoft.com/en-us/library/dd799302%28WS.10%29.aspx

Image Merge
Merge the previously splitted image file back into a single image file.
imagex /ref c:\data\splitmerge\output2\splitmerge*.swm /check /export c:\data\splitmerge\output2\splitmerge.swm 1 c:\data\splitmerge\output3\splitmerge.wim “splitmerge” /COMPRESS maximum
Source: http://www.verboon.info/index.php/2009/10/splitting-and-merging-image-files-with-imagex/

* I’ve changes the answer from wdsutil /Export to imagex /Export because I couldn’t verify the awnser in the dump.*

Because wdsutil does not have an /Export parameter:

Source: http://technet.microsoft.com/en-us/library/cc771206%28WS.10%29.aspx