Professional climber Beth Rodden recently put out a video where she demos two different ways to make tape gloves. At the beginning of the video she says that she's going to show two tape glove techniques and one technique to tape a split finger. Unfortunately, she never goes into the split finger aspect in the video, but her tutorial on tape gloves is excellent.
The best way to really learn how to do this is to watch the video at home with tape. Try to make the gloves a couple of times until you have one of the styles mastered.
--Jason D. Martin