After selecting marchers from a segment press this button to take those marchers out of that segment and put them into a new segment by themselves.
For example if you had a segment of 16 marchers and you wanted to break that segment in half, you would hold the Alt and select half the marchers in that segment:
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Once all the marchers that you want to be in a new segment have been selected press the external image break_segment.GIF Break Segment button:
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