A couple wraps of teflon tape or better yet use the crayon stick type thread PVC sealant like LaCo Plasto Joint.
http://www.laco.com/productDetail.aspx?ProductID=121Most good hardware stores carry them or have a house brand similar to it. It is much better for PVC than teflon tape and stays pliable forever so does not leak.
Make sure with any PVC threaded joints you take a few minutes with a nail file, jewelers file, pocket knife or emery board and clean the excess flashing out of the threads. You would be amazed at how well this simple step helps prevent leaks and drips. It also makes teflon tape go on better since it does not tear or smear out when you screw things together. Same with the Plasto Joint, it stays put and does not scoop out of the threads since they are smooth.