First, make sure that you're knitting the stitches correctly. If you are accidentally putting the needle in the wrong side of the loop, you'll twist your stitches and make them tighter.
More likely, you're tightening your stitches after you pull the loop through. As you knit, just let the loop pull through at it's own tension. Let the needle control the size of the stitch--don't tighten it.
If you're still having trouble, your yarn and needles may not be suited to each other--too heavy a yarn for the size needle.