"I had the same problem with tying a nail knot. What I did was I took a length (6-8 inches) of dacron backing. I doubled it over and tied it onto the end of the fly line with a nail knot(its really easy with dacron and its the last time you will need to do it) so it formed a strong loop."
I can't say that I think this is the greatest idea in the world. Doesn't the dacron get waterlogged and sink?
You should try a needle nail knot to make a similar permanent connection.