The 26-year-old has agreed a four-year deal at Molineux but the clubs are stalling over the £2.5million payment.
The Belgian champions want the full amount for themselves, but Southampton are due 10 to 15 per cent under the terms of his sale four years ago.
Van Damme told the Express & Star: "We are still negotiating the transfer fee. Wolverhampton have to pay 3m euros for a player who is out of contract next season. That's a lot of money.
"If they do not agree a fee, then I stay another year at Anderlecht and I can go next season for free."