I work with primary human melanocytes, so the protocol I have attached is specific because they are adherent cells. You can modify it as necessary for your lymphocyte population. Hope it helps.
You need to denature the DNA, so the antibody can access the BrdU. Sometimes the DNase is not enough, so I suggest exposing the cells to acid and/or heat.
Permeabilize the cells, then add 1-2 N HCl in 0.1-0.5% Triton X-100, and incubate 20-25 min at room temperature. If this does not help, try heating at the same time, at 60C. If you still have problems, try using EdU. EdU does not require denaturation, see attached document.
Here is the protocol which I routinely use. It is similar to those already mentioned, but without fixation with formaldehyde that is not necessary for PI/BrdU stain. As Jens already wrote the critical step is DNA denaturation. EdU stain also works very well, and is easier to handle (at least to my experience).