Quite a valid question though Marcio. It is probably very difficult to 'feel' when or not to put the preposition right after the verb. Like Dale said:when there is an abnormal distance between the verb and the preposition, don't do it.

For Dale's sake : there was this song , (very popular with ukele players), "Put down your head Tom Dooley, put down your head and cry"'. Now in reality,  would they have said to Tom: put down your head or put your head down? I go with the latter.