Go to the hardware store and purchase a small bottle of pipe joint compound (do NOT use teflon tape). Spread this on the threads and install your pipe.
Put a little dishwashing liquid in a cup and add water. Splash this solution around to create suds. With a brush spread the SUDS all over your connections. If you have a leak it will begin to blow bubbles. Make sure you cover all of your connections with this solution. HAVE FUN!!!!