Do you mean the long axle (better called a half-shaft, I believe) that goes between the transaxle and the coupler to the stub axle? (The stub axle is the short metal piece which spins in bearings and the wheel is bolted to.)
The long axle / half shaft only transmits power to the wheel and is prone to snapping if you have a powerful engine and let the clutch out very fast with the car sitting still. They are not under load in cornering. You can buy stronger versions of these axles that use stronger replacements for the couplers from Scuderia Topolino.
The stub axles are the things that break during hard cornering with race tires. This is usually due to them being too loose, so they move in the carrier and the a bending stress is put on the metal. I am not aware of anyone making stronger versions of those, but it is a good idea. The only way to prevent breaking is to make sure there is no excess play in their adjustment and replace them or have them checked by magnafluxing every so often.
Here's a link to my upload on how to check for looseness:
http://www.youtube.com/watch?v=By8GXrm8-3oJim
