Darwin;
Kathy Scott (a member) has a DVD that explains the process for making Simple Furled Leaders (2 legged). The jig can be made for under 10 bucks.
After using them for over 10 years, making them for over 8 years and traveling the fly fishing shows hawking them for Hog Creek Furled Leaders (Hundreds sold) I can see no reason to make 3 legged leaders, they only use a 1/3 rd. more material!!
I also have some step by step photos in here on how to make the Shorb Loop and install the tippet ring.