Sorry to hear about that! I ordered the nickel set when they first came out and EVERY one of my cables did that. I was so disgusted I put them away for almost a year. Finally I dug them out, called Knit Picks and they sent me all new cables. I knew from various forums they'd had that particular issue initially, which is why I didn't bother to get new ones right away.
Anyway, they are a gem to work with and will get you straightened right out. I would talk to them about the ones that broke to see if others are having this happen. They might just send you replacements.