I just got back from one of my Recruiting Retreats, where I literally lock people in a house for three days and build their businesses with them. One of the things we talked about was working leads...and in fact, we spent a fair bit of time actually having the people in the house dial leads. Most of them had never called leads before...so it was a test for them, a stretch outside of their comfort zone, and a great way to learn.
Getting leads is just one step in the sales cycle. Next, you need to qualify them to determine if they're a good fit, then make your pitch, and finally, follow up. Many network marketers don't like the sales process, but it doesn't have to be hard or scary, especially if you start with leads who've come to you specifically to know about what you offer.