follow the "handy guide" link in the description on treats for that sprocket nut when you install it. It gives you a better understanding of where it leaks and how to eliminate leaks in all of the problem areas. I followed that guide when installing that nut on my A35 and haven't had any leaks yet although I've only put 7-8 hours on my engine since rebuilding it and installing this nut.
If your engine is shifting rough then chances are you have either worn out clutch pads, a worn out counter shaft, and/or a missing sprag clip. It could be one of these things or a combination of all of them. The longer you ride with bad clutch pads, the faster you'll wear out your counter shaft and need to replace it too.
So if I was you I'd check the pads as soon as you can if you haven't already, especially if the bike is new to you.
When you open up the right side of the engine the components from left to right are: pedal shaft (kickstart shaft if that's the model you have) , counter shaft (sprag clip lives on the back side of this), and clutch bell.
You will need to actually take the clutch bell off in order to inspect all of your clutch material. You can see your first gear clutch without removing it but not your second gear. In order to remove the clutch you'll need to be able to stop the piston from moving while you remove the nut. You can achieve this by either purchasing a piston stop from treats and threading it down the plug hole before trying to remove the nut. If you go this route remove the nut very slowly at first so you don't slam the top of your piston into the piston stop. Alternately you can run some nylon rope down into the plug hole while removing the nut and achieve the same results. You can also use a strap wrench on the magneto while removing the clutch which is what most people would probably recommend.
While you're at it, go ahead and remove the counter shaft and make sure your sprag clip is present. To do this you'll need to remove both pedal arms and the clutch bell. Once you do this, the pedal shaft and counter shaft will slide out together. Then you can check to see if there is any play on the gears on your counter shaft and make sure the sprag clip is present ( this is a little question mark shaped spring and is attached to the back side of the counter shaft). If it isn't there you'll want to get one and install it. If there's any play in the gears on the shaft or if there's a bunch of teeth missing on either gear you'll probably want to replace that as well. Keep track of where all your shims go while doing this and make sure they go back in the same places during reassembly or you're going to have a bad time.
All of these things can lead to it shifting rough, however the sprag clip is the not as important as the others. The bike can run and shift without it just fine but it will shift better if it is there. That being said, if you end up kitting that bike you'll just keep breaking that clip.
If you're wanting the bike to shift later, the best way to go about this is to put heavier springs on the second gear clutch. If you're bike is completely stock I wouldn't worry about this too much.