You didn't specify what problems you were having with him while trying to lead. So here are the basics. If you have access to an arena, play with him off lead until he begins to slow down a bit. Then you won't be fighting his coltish exuberance.

I don’t know if you have access to his dam or not. If you do, have a friend lead the dam while you lead the colt behind and then next to her. If not, you can try other techniques.

If he is trying to run off ahead, tie a soft rope around his neck (use a bowline knot) and run it through the ring in the bottom of the halter. Then loop the lead rope over the top of his nose. When you control the head, you control the direction. A quick snap of the rope and a sharp no should be enough to stop him from running off. Be sure to praise and let the pressure off of the rope when he obeys.

If he just doesn’t move or if he balks, it might take a different set up. You can tie a long soft rope around his neck through the halter and back under his butt. Hold the rope under the halter in your left hand and over his back with then other hand. Use your left hand to pull on the rope to get him to lead so he feels the pull on neck and halter. If he doesn’t budge, use the butt rope to persuade him to move forward. It’s awkward at first, but you will get the hang of it! You might want to google for pictures of this technique, it is pretty common.

Work in short bursts rather than long sessions. Colts have very short attention spans -- 10 minutes might be stretching it! Always praise him and love him when he does well and end with something he knows and does right, even if it is not perfect.