How can I avoid getting leaks when changing oil filter on 2002 VW Jetta VR6?

I have a 2002 VW Jetta VR6 that has a cannister filter. When I've changed the oil, I've noticed that it leaks at the filter. I've tightened it more but it still leaks. Should the gasket that comes with the cannister filter go around the treads?|||one thing that can happen is that the gasket got lost. heres one tip: when you change the oil canaster put some oil in oil canaster. then wet the rubber gasket with the oil. it will make it easier for you to tighten the oil canaster. if you have any questions e-mail me: veni1968@yahoo.com