I have been using Blue Steels of late as well, and several months ago I broke an A string. I haven't broken a string in forever, and back in the day only ever broke E strings. Check to see that it's firm in the saddle, as wiggling there makes the windings chafe/nick the core, leading to breakage. Were you using another brand previously that wasn't as prone to breakage? Also, I think Dave is leading up to having you check for burrs and such on the saddle, or evidence that the string is rubbing the back rail of the bridge. There have been a few threads on this topic, so you may want to search a bit on it here.
John