I finally managed to get no poke through.

After I got the legs into the leggings the best that I could, I used Wardrobe Wizard and "inflated" the leggings along all XYZ axis.  When I ran the next simulation there was no poke through.

I will suggest to CJ-Studio to include some instructions on how to get the leggings to work because i didn't see anything about having to move and bend the legs before even starting. 

Thanks for the help :)  Now I can work on my belly dancer picture :)

"It is good to see ourselves as others see us. Try as we may, we are never
able to know ourselves fully as we are, especially the evil side of us.
This we can do only if we are not angry with our critics but will take in good
heart whatever they might have to say." - Ghandi