It could be a couple things. One is as Mary said you may not be knitting the stitch properly. Make sure after you wrap the yarn and pull it through that you slide the stitch off the needle. One stitch will remain. Watch the video at the tab at the top of the page. If you need still photos you can choose one of these -
Scroll down for still photos:
continental (holding the working yarn in your left hand)
english (holding the working yarn in your right hand)
You could also be doing accidental increases.