Which version of PHP are you using, and what is the real code?
Are you sure you are not accedently changing the values of the vars that are usedin the while statements?
In PHP 4.1.0 this works perfectly:
$a=0;
while($a++<10)
{
echo 'a:'.$a.'<BR>';
$b=0;
while($b++<10)
{
echo 'b:'.$b.'<BR>';
switch($b)
{
case 5:
echo 'line 5, breaking<BR>';
break;
}
};
};