You can do the obvious things: look for Jr., II, III, etc. as suffixes, and Mr., Mrs., Dr., etc. as prefixes and remove them, then first word is first name, last word is last name, everything in between are middle names. Other than that, there's no foolproof solution for this.
A perfect example is David Lee Roth (last name: Roth) and Eddie Van Halen (last name: Van Halen). If Ann Marie Smith's first name is "Ann Marie", there's no way to distinguish that from Ann having a middle name of Marie.
