A perturbation theory is developed that treats a localised mode embedded within a continuum of states. The method is applied to a model rectangular hollow-core photonic crystal fibre structure, where the basic modes are derived from an ideal, scalar model and the perturbation terms include vector effects and structural difference between the ideal and realistic structures. An expression for the attenuation of the fundamental mode due to interactions with cladding modes is derived, and results are presented for a rectangular photonic crystal fibre structure. Attenuations calculated in this way are in good agreement with numerical simulations. The origin of the guidance in our model structure is explained through this quantitative analysis. Further perspectives are obtained through investigating the influence of fibre parameters on the attenuation.