Most likely they have a tree or tree limbs that are too close to the house. The most common cause is limbs are too close to the root.

How do you stop it?
The best cure is to have an arborist prune or remove limbs as needed to provide approimately 20' of clearance which prevents them from jumping back and forth.

**Please note this is a great preventor, but squirrels can always run up a utility pole over the wires and get to the house if they really want to. In that case do pruning and consult a pest prefessional.