Here is one of many ways to connect your leader to your fly line.
"Crazy Glue" Connection
1. Take a small needle and insert the sharp end into a pin vise.
2. Insert the needle eye into the end of the fly line and bring out through the line.
3. Thread the tippet end of the leader into the needles eye.
4. Pull on the tippet end, pulling the entire leader through the fly line.
5. Leave about an inch or so of leader butt section sticking out of the fly line.
6. With some sandpaper, rough up the leader in front of the fly line.
7. Apply a drop of "crazy glue" on the roughed up leader.
8. Pull on the leader butt where it exits the fly line until the roughed up section of the leader butt is inside the fly line. The leader is now glued in place. DO NOT TUG on the leader at this point to check on the connection.
9. Trim the excess leader butt as close as possible to where it exits the fly line.
10. Now you can GENTLY tug on the leader & fly line. The end of the leader butt will disappear into the fly line for a perfectly smooth connection.