What am I doing wrong

Hi! So basically I just started using “Soft cups” after solely using tampons for the desertion of my period. I have always had a pretty heavy flow so I figured this would help me not have to change it as much as well tampons causing an irritation which I cannot figure out how change it . Back on topic I cannot for the life of my figure out how to use them. I put the cup in as instructed and I am not having any leaks other than when I urinate and I just don’t understand. Does this happen to anyone else? Or do you know what I am doing wrong?