The no lead shot is actually wildfowl, in England and Wales you can not use lead to shoot wildfowl, in Scotland you can use lead to shoot wildfowl but only over fields and not water. Lead shot can be used to shoot anything else such as pheasants, pigeons, etc, over water or on land.

SSI sites though I believe you cant use lead shot.

The campaign started by the shooting organisations was to remove lead shot from quarry shooting that goes on to the food chain, however it has slightly backfired when H&S got hold of it and now looking to band lead shot in shotguns completely.