Use pressure and release to start them leading. At first, just get them to turn their head in the direction of the tug on the lead rope and as soon as they do, release the pressure. Do it 10 or 20 times, whatever it takes to get them to turn their head with minimal pressure. Then ask for a step and when they step one step, release and maybe comb them a little, then ask for another step and release, comb, etc. and gradually work up to two steps and so on where they are giving to the pressure pretty easily. I can usually get one taking a step or two the first 15 minutes of working with them if they start out gentle. Usually 2 or 3 of the 10-15 minute sessions and they will lead. I don't tie them until they lead. That keeps them from fighting the halter and getting sore heads and chins.