There is a so-called rule against "splitting infinitives" in English. I call it a "so-called" rule, because it is broken frequently, by authoritative writers.
What most speakers do is not worry much about this. Both uses scan as equally readable in almost all cases. If your ear detects a slight difference of emphasis between "not to" and "to not", (as expressed by one comment above) then by all means, follow its suggestion.
It's fine to be aware that there's a mostly obsolete pedantic argument against constructions such as "to not go". However, most people these days believe that it is perfectly fine to capriciously, needlessly, and in-some-cases-extravagantly split your infinitives.