Since you have a loop on the end of your fly line, tie a loop on the butt end of your leader, best knot to tie is the Perfection Loop, but the material is so strong that most any loop type knot will work, but you should use a Perfection Loop. Here is a link on how to tie said:
http://www.proknot.com/html/perfection_loop.html

Larry ---sagefisher---