One possibility is that the diaper is the wrong size. Diaper leaks sometimes indicate that it is time to move on to a larger diaper (it can also indicate that the diaper is too big, but that should be fairly self-evident from putting the diaper on). For a 2 week old, though, this seems unlikely.
Another reason for leaks is that the diaper is not being changed frequently enough. Given how frequently newborns soil a diaper, this is a possibility.
When our son was first born, we ran into another complication with leaks. We found that ensuring that his penis was aimed down when we put a new diaper on reduced the chance of a leaky diaper. If it pointed up he would frequently leak out the top of the diaper, or occasionally through one of the legs.