Never split the two parts of an infinitive: to + verb.
This is an artificial rule. In any case, 'to' is not an essential part of the infinitive. Many writers today refer to the to-infinitive (as in I ought to go) and the bare infinitive (as in I should go).
Many people prefer not to split thetwo parts of the to-infinitive, but is quite common to do so, especially in less formal writing and conversation.