You do have to build up to the heavier/larger gauges gradually because the size of the hole needs to expand gradually. Some of these rings can be bigger around than the original nipple! Obviously you can't put a 1cm hole in a 1/2cm piece of flesh, so you need to be patient and take your time (as the wicked witch says in The Wizard Of Oz, "These things must be done carefully.")

And no, you won't break (tear) the nipple if you keep a careful eye out for 'migration' of the piercing, which doesn't happen overnight. Piercing Friends International Quarterly used to have photos nearly every issue of men with a pound of metal permanently embedded in their nipples.