String.Split works on single characters, not on a specific string, so when you hand it a string such as ".pdf" VB (being a spectacularly stupid language) casts the string to a character by using just the first character from the string: '.' - a sensible language (such as C#) would have complained that there is no version of Split which takes a string as it's parameter.
You can't break the string on ".pdf" using Split: you need to use a regex, and split on the ',' after the PDF:
Dim regex As New Regex("(?<=\.pdf),")
Dim sscheck As String = "Your Weekend (Supp. to Press and Journal, Aberdeen)_20140205_004.pdf,Your Weekend (Supp. to Press and Journal, Aberdeen) _11111111_004.pdf"
Dim ssfile As String() = regex.Split(sscheck)