The vast majority of people who enjoy shooting guns at indoor ranges are very conscious of safety. They wear hearing protection for their ears, and eye protection for their eyes. But very few wear respirators to protect their lungs from the lead dust that is nearly always present.
Most shooters who frequent indoor ranges are aware of the potential for lead poisoning, but don't worry much about it. This can be a serious mistake. Lead, even at low levels, can significantly affect a person's health.
At an indoor range, lead exposure can happen in a number of ways - absorption through the skin or ingestion - but the most common and hazardous method is breathing in the dust and particulate matter created when a gun is discharged.
Even ranges that pass OSHA standards for lead contamination (many do not) still don't replace the air fast enough to dissipate the clouds of lead dust created when a weapon is fired.
The best way to protect your lungs when shooting indoors is to wear a respirator that will filter lead dust such as the 3M Half Facepiece with HEPA Filter. For greater comfort, try the 3M 7500 Series mask with soft silicon facepiece and the same 2091 P100 Particulate Filter.
For more information about the dangers of lead poisoning at indoor shooting facilities, take a look at this article from the University of Texas written by a firearms instructor and shooting enthusiast.