There's some very dodgy advicebeing given on this thread. Do not use Boss White on an immersion heater as itis not suitable for wholesome water. Certainly don't try using a whole roll ofPTFE and tube of LSX as recommended either. Using excessive PTFE tape candistort the cylinder boss and will certainly make it very difficult to turn theimmersion heater in.
You need to take the immersion out, clean up all the threads and clean themating face on the cylinder. Now check the face on the cylinder is completelyflat. Try running the immersion in and out a few times to make sure that thethread is clean. The seal between the immersion and the cylinder is the largeflat washer and not the thread. Check for pin holes or cracks around the matingsurface. If you've used PTFE on the thread of the immersion it's possible thatyou've split the flange. In an ideal world the washer should be all that isrequired but I generally put a smear of jointing paste either side of thewasher just to make sure. As a last resort you can put a few turns of ptfe tapeon the thread but don't over do it.