Is it leaking from the connection between the tubing and the rectal tube, or leaking out through your anus? Faultless enema bags are generally of good quality and come with a guarantee, so if it's a defect with the equipment you should be able to get a replacement.
But don't ever push the rectal attachment in if you feel resistance! Fortunately you stopped, otherwise you could puncture your large intestine.
If the water is leaking from your anus and you can't hold it in, try pinching your buttocks together and see if that helps at all. Have you ever had a colonic? If so, did you have trouble with leaking?