He uses “Christian” the way any neo-Nazi uses it: to designate an ethnic/racial group, that is, Northern Europeans who have no Jewish or any other blood. The so-called “Christian Identity” movements are part of this. They have nothing to do with Christianity, but everything to do with being Northern European; Breivik, like Hitler, was also incorporating elements of Germanic/Nordic paganism and mythology into the “movement” he imagined he was building.
People like him are a modern form of neo-Nazi who have dropped the overtly Hitlerian references simply because of the bad publicity (and also because of the fact that it is illegal to be an overt follower of Hitler in most of Europe).
That said, the real reason for anything he did was that he was stark raving mad. One of the other things he said is that his followers would have to do some act to show their allegiance, such as cutting off their penises and testicles or murdering innocent children.