Do like Warren said. Many years ago, I used to do it the other way, pass the fly line loop thru the leader loop then un the tippet end thru the leader loop. That made for a very lousy looking connection. It finally dawned on me one day when I was out fishing to do it the other way, much better and by the way, there is not a strength problem with that connection. A lot of other things (tippet/leader/fly rod tip) will break before that connection lets go.

Larry ---sagefisher---