I split mine after the leaves have died down. The important bit is to replant at once. The bulbs do not like being dried out.
Yes, it's illegal to dig up wild flowers.
This may be helpful as it explains the legal bits http://www.thewildflowersociety.com/wfs_new_pages/1f_code_of_conduct.htm
I divided quite a few clumps last year and they've come up beautifully - some in places I'd forgotten I'd put them which was a very pleasant surprise. I also got carried away and ordered 100 more which planted last Tuesday so I really hope they come up next year.
I lifted all my snowdrops, about two years ago. Then every year since, I've forgotten to replant them. Is it too late to replant them now? Sam Percy