Do dryer belts need to break in?
Tighten the spring on the idler pulley. 

Or the old belt broke because the bearings are shot (not good, in my experience that's new washer time).

Actually on a dryer, it's worth it/much easier to replace the bearings and glides. If the drum doesn't spin freely without the belt, you may want to go ahead and a take a look at the drum glides and see if they're worn or missing, before you burn up this belt too.