I broke my leg is in the past simple tense. You broke your leg at some point in the past. I have broken my leg is in the present perfect tense, formed from the present form of 'have' and a past participle. This tells us that the experience started in the past and continues to the present, therefore, you broke your leg and it is still broken now. E.g. When I was twelve, I broke my leg. Last week, I broke my leg. Help, I have broken my leg! I can't walk at the moment, because I have broken my leg.