You can change the Type of leader line to Straight, which makes the leader line use straight lines; Spline, which uses spline for the leader line; and none, which will remove the leader line completely from the Type drop-down menu of the General panel. Other options on the General panel are the Color of the leader line, its Linetype, and Lineweight:

The next panel has options for changing the arrowhead type of the leader line and then the size of the arrowhead.