How do I keep vbeneer from splintering when I cut with circular saw?

I assume here that you are cutting some type of stock with a veneer face or faces, not just a sheet of 1/28 ~ 1/32" thick veneer. First, since you are using a circular saw you will want to cut the stock with the veneer face down, on the underside. Second you should cut at the max depth of the saw so that the blade's teeth will enter the wood at a steep angle rather than a shallow one. This will result in greater shearing action of the blade's teeth on the veneer fibers. Watch for obstructions below when using this greater depth of cut. Use a fine tooth blade with a minimum amount of hook to the teeth (the face of each tooth is more blunt than arrow-tipped).
Prior to cutting, you can also tape the veneer side cut line with blue painters tape. Cut through the tape and remove it slowly at almost a right angle to the cut edge of the stock. You can also take a straightedge and a sharp utility knife and score the veneer face on the good side (vs. the waste side) of the saw cut line prior to cutting.