Step 1:  Tie an overhand (Granny) knot in the heavy trace material and pass your lighter main line through

Step 2:  Pull the overhand knot in the heavy line tightly closed.  Take four or five turns around the heavy line with the light.

Step 3:  Pass the light line back through the first loop as shown.  Lubricate with saliva and pull tight.  Trim end to about 2mm.

Use a length of heavier nylon at the working end of your main line.  The shock leader should be about 2 to 2 and half times the length of your rod.  The weight of shock leader line should generally be two or three times the breaking strain of your main line. 
We use what is called a "tapered" shock leader which is approximately 18lb at one end (which attaches to the main line) and about 70lb at the sinker end.  This allows for smoother travel through the guides on your rod.

Knot to use when joining a 'tapered shock leader' onto your mainline CLICK HERE