rodi!!

Mke sure your 1/4" tubing is not egg shaped or has any gouges or scratches in it. Cut the tubing squarely with a straight edge razor blade not scissors or a knife so you don't crush or squeeze it out of shape.
Try a dab of silicone grease or vaseline on the outside of the tube so it lubes the tiny o-ring in the adapter.

What do you have the adapter hooked to? If its a hose bib make sure it has a good washer in it. If its a sink adapter for some reason some tend to leak when the unit is shut off, the faucets don't like back pressure.