From my daily e-mail from Dictionary.com:
tmesis \TMEE-sis, noun:
In grammar and rhetoric, the separation of the parts of a compound word, now generally done for humorous effect; for example, “what place soever” instead of “whatsoever place,” or “abso-bloody-lutely.”
I am posi-frickin’-tively going to bring up instances of tmesis whenever I get the chance. Tee hee!
Inso as I know far, this manner of speech can be rather con-fawkin’-fusing but neverthe rather amusing less. 
–IDB
Hey, we have tmesis in Latin all the time! We also have litotes, asyndoten, synechdoche, chiastic word order, zeugma, polysyndoten, anaphora, and hysteron-proteron. Poetic terms are the best!
My father taught me this little verse for remembering some of the figures of speech:
Honky little tonk is tmesis.
“What the . . .” aposiopesis.
He who woos with single roses
flatters only by meiosis.
Any girl should shut the door on
such a dubious oxymoron.
(The example for oxymoron doesn’t make sense, but it does fix the word oxymoron in your head.)