Lots of possibilities.
First question: do you have more than one (expected) compound in the sample and if so, do all the peaks show the same splitting?
If all peaks show the same symptom, the problem probably occurred when they were together (i.e., from the column inlet upstream). If you are using a guard cartridge, change it. If your column can be run in reverse-flow direction (not all columns can!), then reverse it. Check for air bubbles in the injection. If the autosample has been serviced recently, check to make sure the injection valve was reconnected properly. If your sample was dissolved in something stronger than your initial mobile phase, try diluting with mobile phase before injection.
If only some peaks on the chromatogram are split (other peaks on the same chromatogram look OK), then the problem probably ocurred after the peaks had started to separate. In that case look for chemistry problems. Mobile phase composition (especially pH) would be the first place to look, followed by changing the guard cartridge or trying another column. Also make sure that your column heater is functioning properly and that sufficient preheater tubing is installed to allow the mobile phase to come to column temperature. Finally, are you sure that you don't actually have two peaks?
