I am not a roofer but I have installed a Velux window - just the one mind - but I can't see a properly fitted Velux Window allowing the rain in - not from the window opening - before the slates were fitted.
This link might help you understand where and how the rain water is getting in - then you'll have something precise to discuss with the roofer.
http://www.above-it-all.co.uk/loft_windows/VELUX_Window_Installation.htm
Have you paid him yet?
Peccavi
June 2009