you gotta be more specific... but, you could be:
A. playing the strings just way too hard
B. over tightening while you tune
C. if you have a tremolo, then you could be trying to put that string on first when you replace your strings... what I do with my guitar that has a tremolo, is, I put on all the strings starting with the heaviest (low E) and working my way to the highest, and then once I have all the strings on, then I tune up, starting with the heaviest again.
so, please, be more specific, does it break while you are playing? does it break while your are tuning, does it break while you are putting a new set of strings on? how often is it breaking? this information would be helpful while trying to diagnose your problem