How thick is your filling? Maybe you're making it too thick. Also, a trick with the dam, don't run it around the edge of your cake. Make it about a 1/4" inside the cake edge so when you put the next layer on top, you can squeeze it slighty and it won't squish out.
Also, I wonder if your icing still might not be the right consistency? Your dam needs to be really stiff.
You may be using too much filling. What size cake were you doing? If you PM me I'll send you the chart tonight when I get home from work.
I used to have this problem. I put a thin layer of icing down first, then make super stiff icing and build the dam making sure to kind of squish it together where the ends meet to ensure that it wouldn't leak from that point. I put the filling in smooth it out so it's as level as it can be. If my filling looks like it's really close to the top of the dam, i do a second layer of the dam. I put the top cake on and press down a bit. I take more of the super stiff icing and seal the seam on the outside of the cake. I then let it sit for a bit just in case it wants to start I can catch it and stop it before any icing is put on but I haven't had any problems to this point.
hope it helps
alicia
Sleeved pastry filling requirements by cake layer size:
http://tinyurl.com/2gay6n
Wilton tiered cake making & decorating help links:
http://www.wilton.com/wedding/makecake/index.cfm
(Has illustrated torting & filling help links.)
I also use the large coupler and med/stiff frosting to make pretty substantial dams. 
HTH
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