A selection of events containing two charged leptons and significant missing transverse momentum has been carried out using a total data sample of 680~pb$^{-1}$ collected at $\rm e^+e^-$ centre of mass energies between 183 and 208 GeV. The observed number of events are consistent with the expectation from Standard Model processes, which come mostly from $\rm W^+W^-$ production where both W particles decay leptonically. These events have been used to carry out a search for the pair production of sleptons, leptonically decaying charginos and charged Higgs particles. No evidence for new phenomena is apparent and model independent production cross section limits for the new particles are presented.