How do you stop a leaking shower?

red_frogs2002

I replace a shower hear with one just like the one I had. Now there is a small leak around where the shower head and the wall meet. I think its in the connection. I have tighten the shoiwer head as tight as it will go. Is there anything to put around the shower head to make it stop leakinig?
I used teflon tape and the new shower head would not screw in with the o-ring in place

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