The description sounds like the content browser is not doing the correct thing.
The files as stored on the memory are indeed, as you describe. The import mechanism should give you files that are joined, and whose name is the yearmonthdatehourminsecond.m2ts format. Where the time that clip started was the name of the file.
I suspect one of your content browser settings isn't correct.
So option 1 is to play with different settings on content browser.
I still use the older sony software called Content Management Utility. It has less features, but came out first and is less confusing.
So option 2 is that You can download a copy from the sony creative software website. When you first run the program you have to connect your camera via usb to license it.
Option 3 is that recently, I believe, ( I don't use Adobe premiere, ) that the newer versions correctly import directly from the camera card as long as you leave everything on the file structure the way it was on the card. It uses the metadata from the other files to convert and bridge those few seconds of sound. So try that.
I can't say for sure how CS5 handles things as it is several years old. But with CS6 and newer, the preferred method is to copy the ENTIRE contents of SD card to hard drive. No transfer software need be involved, just COPY all folders on SD card to a New Folder on your hard drive. Then in Premiere, import using MEDIA BROWSER rather than File > Import. That is, if CS5 even has Media Browser!
Using this method, if you have long recordings that created spanned clips, Premiere will import as ONE LONG CLIP with no breaks/glitches between pieces.