Lead is generally quite insoluble in water or other common solvents (except strong acids), so the major issue is inhalation of dust (where it is still very insoluble in your lungs, but can stay there for a long time) or ingestion of lead (stomach acid can be pretty strong). As long as you have big shavings and not dust, I doubt you are going to have a problem. If it makes you feel better, wear gloves and a respirator as well. As for melting the stuff down, the vapor pressure of lead at the melting point is quite small, so very little of the stuff gets into the gaseous form. I suppose if you stuck your nose over a pot of melted lead for a long time, you would suffer ill effects.
In other words, common precautions will do you fine.
greg
(geochemist in my other life)