What do I do if a guy was breaking into my house and the police let him go saying there was not enough probable cause to arrest him

I believe I answered this question for you when I spoke to you over the telephone. However, your exact question was how do you sue them.   The answer to this question is that you contact a supervising officer at the department and ask for a further review. In the alternative, if you do not obtain a satisfactory response, you can also report the matter to Internal Affairs. Internal Affairs will determine if an investigation is warranted.