Get yourself some good pipe dope, or some Permatex#2. Clean the plug well, clean the drain hole well, and install. You could also use some High temp RTV if you have it, but you need to make doubly sure things are clean and dry if you do.
Stay away from any teflon tape, or pipe dope with teflon. Everyone will tell you it is ok to use but...trust me...I can tell you from years of experience, it does not play well with petroleum products and will eventually weep thru.
Plain old pipe joint compound...the black stuff that you can't get off your hands....will work just fine.