If your load is switching on and off rapidly this will cause a current to flow through the cap. You might be exceeding the current handling capabilities of the cap.
What exactly is your load?
Or, if your load is inductive, you could be getting large voltage transients that are damaging the cap.
As barry indicated, you maybe inducing a large Back EMF or Flyback when the power is removed from the motor.
Depending of the type of motor you are utilizing, typically a snubber circuit, MOV or diode is used to prevent such damage.
**broken link removed**