I'm with Gemrod on this one. Tie a perfection loop or surgeons loop at the but end of your leader if it doesn't already come with one and secure it to your fly line with the Castwell knot. There is no more secure, easy, fast fly line to leader connection and believe me I have tried them all. It won't catch an eyelet either

The knot gets tighter and more secure as force is applied BUT you can also back it off and remove the leader without cutting the leader or fly line.

Greg