
I think you might have missunderstood the lead part, that is just to facilitate getting hold of him to take him back inside, the lead in its self will not stop him barking.
I would take him back into a room like the kitchen, for example, that does not have windows low enough for him to bark out. Stay with him but take absolutely no notice of him until he has been quiet for 10 minutes then let him out again. This would not be a quick fix, you would need to repeat it, possibly, many times as terriers are more tenacious than Cockers :) it will be a deeply boring excercise for you so be prepared and have a good book to read while sat at the kitchen table.
Only by being very consistant and always bringing him when he starts to bark will he make the connection.