THere are basically two types of threaded connections used in plumbing - threads similar to what is on the end of a hose (straight threads similar to those on a machine screw - when you thread on a nut, it will keep going without interference or resistance from one end to the other), and an interference (tapered) thread (this connection gets tighter the further you screw in the male portion).
When you use a normal, straight thread, you need a washer or gasket of some type to actually make the seal (like on your hose). A tapered thread needs something to seal the threads - pipe dope or teflon tape (or both). The taper just makes the mechanical connection, not a waterproof seal.
So, for what you are doing, you need dope and or teflon tape.