Some people do the leg and some people don't especially in a time crunch. The MOST important part is your health if you attempt do any type of knee on a peg kinda thing. Alex pretty much covered the good advice. For quick and simple, just get a black stocking, and paint the peg leg, it's one dimensional, but if in a crunch it will look fine for photos, (half the time people cut off legs in the pictures anyways)