Iris, hello. Please look at this link, and especially at paragraph 3. And at the end of paragraph 3, please click on the link labeled "HERE" for even more information. http://grammar.ccc.commnet.edu/grammar/commas.htm

It seems to me that comma usage in English is like the meaning of life...ask a different person and you'll get a different answer. I think you most definitely need a comma between the words 'leg' and 'he'. The way I come to this conclusion, along with any similar sentence is to say the two words one after another without a pause. If 'leg' and 'he' are pronounced one after another without a very 'hard' pause, it sounds like gibberish to me. If I hear gibberish, I conclude that a comma must be used.

Punctuation is partly a matter of style, and educated native English speakers argue about it. I believe that in the first sentence a comma is optional, and I personally would put it in. I believe these are both correct: Despite the pain in his leg he completed the marathon. Despite the pain in his leg, he completed the marathon. I will be curious to hear what others say.