..I was going to post this before, but...
...when you break it at the nut - its the nut. Otherwise, its the bridge saddles.
The line from the bridge to the nut is very critical. Usually, the slot in the nut is not in that line. Sometimes, you can take a needle file and fix it, but...I'd just take it into the shop in that case.
It is not usually the playing of it; its the mechanics of it.
@Agent Dink : Try putting it through the machine head from the other side; sometimes that works.