Lead has to be one of the less desireable pan liners, and many of them are installed incorrectly. National code requires the waterproofing layer (in your case lead) to be on a sloped surface. Many times, the plumber comes in, installs the liner on the floor, then the tiler comes in and installs the sloped mudbed and then the tiles. This does not meet code, but many places get away with it.
There are numerous ways to build a shower pan correctly and many materials available that are more forgiving and will last longer than lead (which is much more prone to movement cracks than say a pvc liner).
I suggest you check out www.johnbridge.com for help on tiling.
Personally, I'd put in a pvc liner, or if building from scratch, use Kerdi from www.schluter.com. Kerdi is a system, and retrofitting just the pan isn't an accepted method.
The Tile Council of North America (TCNA) pretty much sets the accepted industry standards for tile and tiled shower installs. Lead is in there, but not the first choice.
The liner must go 3" above the curb, so they will need to remove some of the walls as well, and the curb will need to be rebuilt. If done right, it would seem to be more than what they listed, but it depends on the area as to what the labor costs are.