As has been mentioned above, it depends on how and where you are fishing. Although each state has it's own rules for what constitutes "fly fishing" for use in restricted areas they do vary from state to state. If you're fishing in unrestricted waters it makes no difference. Here in PA the state describes flys as having materials tied to or wound about the hook in a "traditional" manner. That leaves some room for the individual discretion of the officer, but I would interpret that as meaning that jig hooks with lead molded to the hook would not count as flies.

If you're just fishing for fun or food and you're within the legal definition, who cares what it's called. Have fun and catch some fish.