If you want the traditional leader, open your TOC Callouts paragraph style options dialog and switch to the tab screen. That's where you set the tab position and the leader.
I prefer to use the underline myself. Notice the Style drop-down field next to where you've got your ^t.? In that field select "New Style" (in CS4, for earlier versions you have to leave the TOC dialog and define the character style first) and create a character style called Tab underline or something equally descriptive. The only attribute to the style should be adding the underline. In the example below I've set the underline to .5 pt japanese dots which are daintier than the leader created with a period or the regular dotted stroke style. Ihaven't included any offset, so the underline would appear on the baseline. You can change anything you like, just make sure the check box is on, not gray.

One other thing I would change, if you use the underline, is to replace your tab (which is at a fixed position) with a right-indent tab (metacharacter is ^y, but you can select it in the dropdown). A right indent tab is always at the furthest right position in a column, even if you change the column width at a later time. Regular tabs don't move if you change the column. Using this method you would not want a tab set in the paragraph style.
