What to do when drywall it too hard to install anchors?

I am installing a shelving system and it came with some anchors called drywall driller toggle. Like a typical anchor it is plastic, but there is a metal center that toggles up once its inside the wall to hold it secure. My problem is, halfway through screwing it in, the plastic casing breaks. There is a video installation I'm following online, and they aren't having nearly as much trouble as I am. Is my drywall too hard or something? The video portion I'm referring to is at the 2 minute 30 second time mark. a href="http://www.youtube.com/watch?v=om9G7MD6usI" rel="nofollow"http://www.youtube.com/watch?v=om9G7MD6u…/a