Sometimes when cooking a burger I have had it completely fall apart for no apparent reason. Is this due to using a ground meat that is too lean? I don't add anything to the meat and don't spend too much time working the meat in forming the patty.
I always use a patty press when I make my burgers since it compacts them really well and helps them stick together.
Try refrigerating the patties uncovered for an hour after forming. This will give the proteins time to cement together and can give seasonings time to meld. Handle gently while cooking as jwiley suggests.
Alternately you could a finer chop or work it with your hands or a mixer. The more it's worked the stickier it gets. But that kind of texture might not be what you are shooting for.
How long into the process are you turning it over? In my experience I try to only flip the burger once, after the side it is first cooking on is done (you can see browning on the edge of the patty). If you try to flip it too soon before the meat has had a chance to fully cook on one side, the meat won't be done enough on that side to hold the rest of the patty together, and it will fall apart much easier.
Oil isn't going to help keep the beef together, the high saturated fats in the meat should be enough to handle this. I'd suggest either using a spatula large enough to fit under the size of the patty you're making, or letting it cook longer before trying to flip.