Shane
First and foremost, if you are not an experienced reloader, buy a couple of loading manuals and read, read, read. Familarize yourself with the process, each and every component, and reasons for choosing one brand of component over another. If you know or can contact a reloader through a local gunshop do so, most of us are delighted to initiate a new member!
In short, do not try to load anything until you know what you are doing! Stick to factory loads and save your brass until you do.
No, there's no problem shooting lead through stainless barrels that you don't have with regular steel barrels. Lead hardness, bullet fit, lubricant, and velocity are the primary variables you will be juggling.
I can recommend the Lyman, Sierra, and Speer reloading manuals. Others have said that Richard Lee has done a good job, but I haven't read his. Some of this information may be available in a good public library system, but you will probably have to invest a little. If you don't have a press and powder measuring system you will need these to use those dies you bought.
Obviously, there's a lot more to be said. Your question suggests that you may be a novice at this. That's nothing to be ashamed of, we all started there. It's not a steep learning curve, but it's an important one because of safety issues. Reloading is dangerous if you don't know what you are doing, so learn well and enjoy.
Wayne the Shrink