Ted, I feel I could learn a huge lesson from you about brevity. Please don't be offended if I flesh out your answer with some background information for mrcasper to give him a steer towards a solution.
This leak will be an internal leak so don't start looking for a puddle of hydraulic fluid hidden away somewhere. [External leaks are kind of obvious so if you had any then you would already have fixed them.] Regardless of the nature of your directional control valve, the hydraulic motor itself will have a deliberate internal leakage which allows your [supposedly] trapped volume of pressurized fluid to leak away. Chances are there's nothing wrong with your system (don't start changing the motor or anything drastic) - it's your expectations which need fixing.
If, for example, yours was a piston type motor and each piston was fitted with seals just like a bunch of hydraulic cylinders (and conveniently ignoring the modifications you would have to make to the motor's port plate or distributor) then the motor would be "leak-free" and you could expect it to hold pressure when stationary and isolated from its supply. The motor would be brilliant at converting FLOW into ANGULAR VELOCITY and we could say that it had a very high "volumetric efficiency".
But such a motor would also have a lot of internal friction because of these piston seals, so it would be rather poor at converting PRESSURE into TORQUE. We could say that the motor had a low "mechanical efficiency". The motor would also have a very limited maximum speed because of the friction and the heat this would generate in the piston seals.
The "overall efficiency" of the motor is a measure of how well a hydraulic power input (FLOW times PRESSURE) is converted into a mechanical power output (ANGULAR VELOCITY times TORQUE). From a design perspective most motors are constructed in such a way as to maximize this "overall efficiency". It turns out that the "overall efficiency" is the mathematical product of the volumetric and mechanical efficiencies. And it also turns out that the things you do to improve the mechanical efficiency often have a negative effect on the volumetric efficiency. So if we sacrifice our leak free features, by dispensing with the piston seals, the volumetric efficiency decreases and the mechanical efficiency increases. The end result is: you get a better "overall efficiency" if the motor leaks a bit but runs more freely. Hence your motor has a deliberate internal leakage. If you want to hold torque/tension when the DCV is in the neutral position then you will need a mechanical brake or sprag clutch somewhere in the drive-train or on the drum itself.
DOL