Depends a bit on how heavy your periods are, but at the start of my period I'd prob change every 4-5 hours, and by the end (I have long periods) I might leave it as long as 8 (have been known to forget it's there for this long!).
You have to bear in mind this was the first month of using it! Went to the hospital for gynae appointment for ongoing probs. They always say it doesn't matter if you're on when you go so wasn't expecting to have an internal.
They decided differently and told me to go and remove said mooncup..... I went into the loo *hands shaving with nerves* *pressed for time* and removed it only to then splatter the front of my jeans- sorry TMI! Looked like I'd been slaughtering piglets in the outpatients lav.
The worst bit was after my treatment they said no sex for 3 weeks, and no mooncup or tampons for the rest of my period. 'Oh' said I 'any chance of a sanitary towel then?'. Nurse looked at me like I had 2 heads and left the room only to return with a maternity pad which I had to shove in my pants and waddled out of the hosp, creaking.
I leaked the first few times I used mine but have had no problems recently.
Other MNers suggested that you twist it once you have put it in to get a good seal. Then check to make sure it has opened properly by running your finger round the top of it. I am sure this is just a teething problem.