Hm... Well, if you're not using a pin puller... I suggest getting one. Don't use pliers... Secondly, make sure that you're completely loosening the strings onthe guitar before you pull the pins... Third, be gentle with any side to side movement. You may have to wiggle it a little to get it out but be careful you're not moving it too far that you break the shaft off.

With that said... I'm assuming you install the strings correctly.

Now... don't take offense... but if you happen to not be installing the strings correctly, it could be binding the bridge pins in the pin slots. Make sure that the ball end of the string is completely in the hole... Then push the pin in. The ball should pull up against the tip of the bridge pin when you start to tune the guitar. You may have to hold the pin in place until the string creates enough tension to hold it there...

If this is how you're installing your strings you shouldn't be breaking bridge pins....... However, guitars are very finnicky with stuff like that... If these tips don't work... Let us know.