Assuming you are using clinchers (normal) rather than tubeless (if you don't know the difference then you are certainly using clinchers) then the trick is to push the valve stem a little way into the tyre (press it in from the inside of the wheel) before you bed in the outer tyre bead into the rim.
This way the valve base is pressed onto the bead of the tyre (rather than the other way around which pinches the inner tub between the bead and rime and rubs and makes holes).
If it is always one wheel and never the other you've probably got a sharp bit somewhere - I had a wheel with a tiny little snag on the rim which I could hardly see. After two tyres unexpected exploded I rubbed the nick down with the back of a spoon and all has been well.
Post edited at 16:19