www.seabreeze.com.au/forums/topic.asp?TOPIC_ID=4179Majority say don't use a board leash and for good reason in IMO.
Basically, the kite can pull you with power, meaning you will be pulling the board towards you with power. the board can dig into the water causing great tension then shoot straight at you.
Getting knocked out on land is bad but in the water.... its not a risk most a willing to take.
Check out this page for other helpful advice if you want.
www.seabreeze.com.au/forums/topic.asp?TOPIC_ID=5424