I used to find on some bras, there was a whole one end so you could take out the wire if you wanted to. I just used to sew the hole up to stop the wire coming out and digging into me.
At least it's not a thong, disgusting things, little bit of string right up your ar$e cheeks, a bit of wire springing out there could do gluteal or much worse soft mucosal damage.
this is a trade secret, but the plastic tips on the end of the underwire are colourcoded, if you wash them at too high a temperature they turn white, if they turn white the wash has been too hot for the material of the bra and it deteriorates, hence the material gives way to the stress of the wire, so if you try returning it to the shop they can tell that you have not followed the washing instructions,
Also, it may be worth getting yourself measured in case you're wearing the wrong size - I was told this can make the bra lie against your chest in the wrong way and put pressure on the wrong bits, forcing wires out. Just a thought.