You have to make sure the nozzle and the throat are seated firmly together inside the heater block, it will help if you do not bottom out the nozzle when you screw it into the bottom of the heater block, that way you can snug it down with a 6mm wrench tight to the throat, also make sure the PTFE in the throat is trimmed flush with the non tapered opening and that that end is also toward the nozzle:
This is the end I am talking about.
Here is a pic of the other side that should be facing the extruder and is "tapered" to help the filament feed:
You have to heat up your hotend to remove that messy leak, watch you dont burn yourself. Good luck ;-)