i had mine on the roof coming out through the 3rd brake light. it never leaked, but i think i was just one of the lucky ones.
i've read that some guys will put a small bead of clear silicon across the top of the 3rd brake light after everything is installed and in place, to keep the water out from following the antenna wire down into the cab. you could try that if your's started to leak. i was going to do this, but mine never leaked, so i never bothered.