Well you obviously have either:

1) something missing
2) hole in something
3) incorrectly assembled

I was very impressed with mine, they are incredibly well sealed.

You do have the rear cover on, don't you? The cover that is secured from one side with a big metal clip, which you open to gain access to the bulbs?

I wouldn't mind betting that water is hitting the lens, riding up to the top/sides, getting into the seal, running down the seal and finding a hole that lets it into the lens.