To much of anything that is'nt oxygen is not going to be good for you, however you would have to be huffing the stuff for a long time to probably have any ill adverse affect's, As far as lead it is a heavy metal and will cause problems in your body, In large quantities lead will strait kill you, no question about it, with lower levels you will more than likely end up with a lower sperm count, I personaly probably shoot quite a bit more than most people and have been smoking cigeretts for 25 years, and have fathered seven children, and could still run a mile in 6-7 minutes with the right motivation, I would not worry to much about it!!!
The thing you would have to probably worry about the most is the lead used to make the bullets. As mentioned already lead, like mercury is a heavy metal. Lead is a potent neurotoxin that accumulates in soft tissues and bone over time leading to lead poisoing. The most common way of being poisoned is by inhale lead dust and lead oxide fumes, as well as eat, drink, and smoke in or near contaminated areas, thereby increasing their probability of lead ingestion. Make sure you keep the lead away from kids and animals. Wash your hands after touching the box or bullets and if you molding the bullets yourself do it in a ventilated area.