Check all your connections to make sure they are tight. I've had problems at the connection point between the tube and the spigot coming off of the bucket, but the spigot had varying widths as it went up so I just shoved the tube on a little farther and it solved the problem. If you heat the tube up a little in some warm water, it will become more malleable and easier to get a tighter fit.
However, are you sure it is actually air getting into the tube? There is dissolved CO2 in the beer during the racking process, though far less than after the beer has finished carbonating. But it may be enough that when the beer gets pushed through the tube, the CO2 comes out of solution and looks like air getting into the tube.
If it is just CO2, it won't hurt the beer of course. A small amount of O2 probably wouldn't be too noticeable unless you plan to age the beer and really want an purely O2 free environment. Since the beer isn't hot, oxidation takes some time and you will probably ok.