I don't use a leader on my jig rod. Maybe that is why I don't do well with a jig...LOL
If you want a good knot, use a double uni-knot. I learned it from the Hank Parker show. I use it to attach my line to my backing line on my reels. I've never had one break, but then have only ever had one occassion to go past my knot.
To learn to tie this knot, go to google.com and search for "fishing knots" that's how I found the website that I used to learn many other knots. I had the website bookmarked on my other computer, so I'm sorry I can't give you the exact URL. However, it does show the knot I'm talking about.
Good luck,
Danny