I don't think it is caused by Dexpot since I tried with opening a lot of GVim windows (no GVim window is opened in other virtual desktops), and the windows are also split in the middle.

Alternative way

* create a shortcut to C:\Windows\hh.exe
* use https://code.google.com/p/win7appid/ to set the shortcut appId : win7appid hh.exe.lnk hh.exe
* create a wrapper to open chm files using the shortcut (e.g. using autoit)
chm.au3:
#NoTrayIcon
ShellExecute(@ScriptDir & "\hh.exe.lnk", @CmdLine[1])
* compile chm.au3 into exe using aut2exe
* in Explorer, right click on a chm file, select Open With, select chm.exe, tick always open with the selected program

Now all the chm files will be grouped in hh.exe appId.