Leaking tub spout

Hi, I'm installing a new spout in my tub/shower and the spout is leaking water along the wall. I tried putting some plumbers putty around the base and of course that's not stopping it. Any common reasons for it to leak? It's a Kohler Forte and I have a non-threaded copper pipe coming from the wall. The Kohler spout has an Allen head screw that I'm tightening underneath.

Edit: This is only when the water is on.

You may have overtightened the set screw, distorting the pipe (or it wasn't round in the first place). Or, you could have had a burr on the pipe and damaged the o-ring when pushing on the spout, or, you may have dislodged the o-ring or damaged something. It is also possible the stub of pipe is not the proper length, and it is not fully sealing.

It is also possible the thing is junk or defective.