
Continuity mistake: Pvt. Pyle is on the rifle range with Gunnery Sergeant Hartman right behind him. When filmed from Pyle's right side, he is wearing a white wrist wrap/brace but the shot moves behind him and it is gone. Back to the right side and it reappears. (00:35:50)
Answer: To lead means to aim ahead of a moving target. His statement means that women and children don't run as fast as men, so you don't need to aim as far in front of them to hit them.
jle