I assume you're refering to Mark 12:25 where it says:
When the dead rise, they will neither marry nor be given in marriage; they will be like the angels in heaven. (NIV)
First a couple of notes on context. This was the answer to a trick question from a group of Sadducees. The Sadducees were an elitist liberal group similar to the Pharisees, who were an elitist conservative group. Among their many beliefs was a rejection of the resurrection. Their question from Mark 12:18-23 is an attempt to make Jesus look ridiculous for believing in the resurrection.1
Then the Sadducees, who say there is no resurrection, came to him with a question. “Teacher,” they said, “Moses wrote for us that if a man’s brother dies and leaves a wife but no children, the man must marry the widow and raise up offspring for his brother. Now there were seven brothers. The first one married and died without leaving any children. The second one married the widow, but he also died, leaving no child. It was the same with the third. In fact, none of the seven left any children. Last of all, the woman died too. At the resurrection whose wife will she be, since the seven were married to her?”
So back to the original question. "Why did Jesus say there will be no marriage?"
The first answer, from the Pulpit Commentary on Mark 12:18, is that if she'd been the wife of only one or all seven brothers someone it would cause problems and after the resurrection there's not supposed to be any problems.
The second answer, also from the Pulpit Commentary this time on Mark 12:25, states:
There will be no necessity for marriages in heaven. Here, on earth, the father dies, but he lives on in his children after death. In heaven there is no death, but every one will live and be blessed for ever; and therefore it is that St. Luke adds here, "Neither can they die any more." St. Augustine says, "Marriages are on account of children; children on account of succession; succession on account of death. But in heaven, as there is no death, neither is there any marriage."
1 Remember that this was (and still is) a conservative Jewish belief. It's not something Christ introduced.