Are you sure the filter gasket came off with the old filter? There have been times when the gasket will stick to the mounting surface and separate from the filter, especially when the filter is on too tight. Then, you have a 'double gasket' problem with the new filter, and the old gasket can blow out, causing a bad leak.
Also, check to see if the mounting surface was damaged at some point when you were getting changed. Yes, I'm suggesting you remove the filter again to inspect for all this. Clean it up and re-install if everthing looks good.