It's only been two years since I opened the beginner's section and wrote that shortly I'd be showing you how to spool backing and attach flylines and leaders together. Time is a thing of perspective of course and two years isn't very long in the scheme of things. Especially if you don't know where you are.
This is how *I* spool up. Some people do it differently using different knots. This doesn't mean they are wrong, but that doesn't mean they are right either :-) In the diagram you will see a typical reel, rod handle and line. The reel is the round object and the black stuff is called backing. We use backing (a) to fill out the reel and (b) in case we accidentally hook a big fish. This is good isn't it? Why oh why did I wait two years before doing this I'll never know...
Here I have cleverly prepared an animated GIF of the Constrictor Hitch that I use for attaching backing to the reel. Not everyone uses this knot for this purpose. In fact I may be the only person in the world who does this; most people use an "Arbor Knot", which I've always found a bit fiddly and never managed to perform properly. It's not a true Constrictor Hitch either because there's an overhand knot tied over the top. You can use this knot for lots of other purposes as well. It's a good one for tying boats up and it's a GREAT knot for tying up women.
For knotting the backing to the flyline you should use a nail knot (or a splice... see Viking Lars and his Shooting Head exploration) and you can find the nail knot here in the Stillwater section.
For Saltwater Flyfishing (doesn't work) I use a 5-turn nail knot for attaching leader to flyline. For freshwater, I'll either use a 2-turn needle knot (nail knot with the leader inserted through the flyline) or else Dave Whitlock's method where the leader is actually glued stuck inside the flyine (using a thin needle and the Light of AAPGAI).
In this last image you can just make out (until I resized it) a little loop in the end of the leader. I tied this using a secret knot. You may find something similar on this page. But you'll never know for sure. You will also notice that there is some free space on the reel, this is so it can revolve. This is an important point and if yours doesn't do this you'll have to take all the line back off the reel and wind it on using less backing. In order to avoid this, some people suggest that you wind the line on first and then the backing, take it all off and rewind it back on the right way. I don't do this, and the sort of people who do do this wear anoraks and trousers that are too short for them. Do you really want to end up like this? I think not. Put the backing on first and live a bit.
Related reading: The beginner's pages, Leader design in Stillwater. This is what happens when you get it wrong (thanks Sean).