Neons are pretty hardy usually. I presume you weren't putting them into a new tank?
I also assume you're tank is not overcrowded?
If neither is true, then you have probably been unlucky and bought a bad batch. I bought 10 aaages ago, 1 or 2 died in the first week but the rest are still going strong.
Or perhaps youve accidentally been given cardinal tetras which prefer more acidic water and your water is more alkali.
Take a sample of your tank water into your fish shop, they should be able to check its ok for you.