If you're talking shortcrust pastry, maybe it's too short (as in a very high fat to flour ratio)? Or maybe you haven't kneaded it quite enough before chilling? Or maybe, it's too cold when you're trying to roll it: 10 mins at room temp is around ideal (unless it's a stinking hot day!); or maybe, try rolling between sheets of plastic wrap or baking paper; so many variables so little time ;-0 I use 500 g flour to 250 g fat (I use all table margarine), and a trickle of hyper-cold water to bind.. works perfectly.. Good luck