take some teflon tape to seal the tapered threads with.

Remember to wrap the tape only clockwise, such that the end of the tape is dragged along, rather than push along, during the rotation that occurs during tightening, to prevent bunching up of the tape.

Assemble the parts, starting from one end and moving towards another. With each part, check to make sure the threads are free of dirt, wiping them with a rag if you need to.