Begonia propagation is a bit more complicated than placing leaves in a damp mix. I wish it was that simple. First of all you need to know what type of begonia you have - some begonias may root from a leaf cutting but will never produce a plant. A stem cutting is a safer bet in all begonias. Rhizomatous begonias can be started by a leaf cutting. Here's the problem - if the soil is too wet then the leaf will probably rot and if the soil is too dry, then the leaf will wither away. Raising the humidity with slightly moist soil will be your best bet (a simple baggie will work). Some folks start leaf cuttings in water just like AV leaves. Anyway continue trying until you get the hang of it.

PS if the begonia in the above photo with pinkish blooms is what you are talking about, do stem cuttings. This is Dragon Wings Pink. Often it is best to buy a six pack of these types of begonias in spring which are very well grown for less than $10.