Are you referring to the oil cooler where the oil filter goes?? If so, it's common that these need to be retightened. Under the oil filter, there should be a large allen head fitting, I believe, that you can tighten up. There are also an o-ring gasket under that if I'm not mistaken that can also be replaced if necessary.
Search in another forum, the subject has been covered several times. I'm not sure I've seen it covered in this particular forum.