After checking for the burr that may be snapping it one other thing you should do is not use the "Turn of the Titans" when tightening down the screw. That little black square thing in the bridge, if tightened too tight, will break a string no problem. Same for the lock at the nut. You don't need to tighten either of them so tight that you need WD-40 and a pipe wrench to unscrew them next time. One rule of thumb I use, if this makes any sense, is to tighten it down until the screw stops on it's own and then give it a little twist to make it snug. That's about all you really need.
MULLY