This usually applies to a new DOA product.
1. Remove the tail cap and inspect the threads on the body tube and inside the tail cap. There should only be one O-ring at the bottom of the threads. If there are extra O-rings or a dislodged one, it will prevent the tail cap from fully tightening.
2. Install the battery with the button head facing towards the light head.
3. Fully tighten the tail cap. On a new light, the threads may be tight, so ensure the tail cap is securely seated. If it feels like it has reached the end, loosen it slightly, then give it a firm twist to ensure it's properly fastened.