Is it green or woody? A picture here would really help us figure out what's going on with it. Pull them up and look at the stem end. If it looks water logged, (a darker shade of green) or mushy or has a weird smell to it, it is rotting. I re-cut them above the rot and let the cutting air dry til the end is healed over. (a day or 2) This time, take some lightly damp potting mix and place about 3 inches in a picnic cup that has holes in it. Place the cutting in the center and tamp down all around it with your fingers. It will seem like there's not enough soil in the cup, but this will allow it to dry out quickly, which is what you want. (I learned this trick this winter!) Don't water, and keep it in a warm an well lighted area. When the soil is dry, water a bit. Don't soak it, resist over watering.
Or- if the cutting is fine but starting to wrinkle, it means you need to water it a bit. Brugs usually rot more than anything when trying to root them. I've been going through tis too, you're not alone. Some varieties are a little harder to root than others. If you can post a pic on here, it would really help! I use www.tinypic.com, fast and easy!

A friend reminded me that if a cutting is too hard to root, pot it up in Perlite and water it with water and little powdered rootone. Hope this helps!