Do you know how to put a chain on properly?
Go www.sheldonbrown.com ithink it is , it will guide you through everything thing if you are unsure.
However if you have the right techinques etc maybe your just buying crap chaintools.
Go for a park tool one the big b*****d ones there mint, and if the pin brakes you can just get a new un for a £1.
Keep your freewheel's lockrings tight/welded/locktited so they cant come loose, and try to get a good balance of tightness and looseness between your chain, too tight and the chain will go, too loose and the freewheel will. :-