bdhawk,
The EPA doesn't have jurisdiction over private shooting ranges, on private property, for personal use. The state may take another view, but that's the official Federal EPA position. I deal with them over range and lead issues, and as long as you use some common sense, they're not bad to deal with at all. The state can be another matter, though we're trying to educate them...
As for the lead itself, you can reclaim it, and either sell it or cast it into bullets.
Hope this helps.
Fred