Is it leaking where the filter screws to the adapter, or where the adapter screws to the block?
If it's at the base of the filter, just get a new filter and try again (checking the sealing surface for gouges.)
If it's a the filter adapter somewhere, there are three o-rings that you'll want to replace. There is a through bolt that holds the filter adapter down - BE VERY CAREFUL when wrenching this thing, so you don't break it (it's a little more expensive than the o-rings, I'm sure.) The three orings should run you less than $5 - even at the dealership (I think I paid like $2.75 for the last set I got,) and they'll be easy to see once you get the through bolt out.
Search here for "oil filter adapter" to find specific information on changing the thing - including tips & tricks and fatal pitfalls. It's been done to death here.
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