Leaking Water Filter and Hose

I have a brand new, never-kinked hose, and a brand new water filter. It appears the water filter leaks where the hose is screwed in. I have tightened it up, but it did not help.
What about putting pipe dope on the threads of the hose? Or Teflon tape? would either of these help?
The filter is the standard 'blue' filter you get on RV's.
Any help you can give me is appreciated.