Check to see if there is a recall. Ford Contours came from the factory with a resistor blowing feature. The fix was new wiring, a new resistor, and a new climate control switch. I fixed one that had a resistor that looked like it had been in a toaster. Wires were melted, too. And of course, the recall had just expired. Ugh.
Do your resistors just stop working, or are there signs of overheating or maybe corrosion? Are you sure you're getting the correct replacement part? Maybe try a different brand of replacement or check with a dealer to see if there is a part number change that hasn't worked it's way through the parts store systems yet?
Prediction: Running the blower on high all the time will eventually kill the blower motor. Guess what went out on the Contour shortly after I applied the fix kit?
Update
Found some hints at what might be causing your problems. It sounds like newer resistors are working their way into the supply chain, hopefully they're improved. Also, supposedly there is a filter next to the blower that can get clogged and cause the resistor to overheat.
Then again, water can't be good for a resistor, either. Some other hints indicate that your might have a plugged drain in your wiper well (you don't have a sunroof, do you?).
If none of that is it, I suppose you could have a blower motor that is going bad and drawing more current than it should.