Hi Old Reliable,
Sorry for the reason you had to come here, but welcome to the forum!
Leakage is very common. Doing the Kegel's the correct way is very important in making progress.
I found that progress is slow and somewhat discouraging, but most do get noticably better in the first six weeks.
You'll find a handy document at the link below that you can download and print:
LINK TO PDF DOCUMENT ON KEGELS
I hope you find it helpful. If you have trouble with the exercise, ask your doctor. If you are still having trouble after 2-3 months, a physical therapist trained in incontinence treatment may be able to help.
Keep asking all the questions you like.
Again, a very warm welcome to you!