Which one exactly?
I probably can not explain why your Leonardo disappears. But I see SPI in your screenshot and pins 11, 12 and 13 on the Leonardo are not the SPI interface (contrary to the Uno); it's only available on the 6 pin header marked below. If your shield does not have the matching pins, it will not work without hacking the shield.
Please post a link to the information that you found.
Your topic has been moved to a more suitable location on the forum. Installation and Troubleshooting is not for problems with (nor for advise on) your project 
See About the IDE 1.x category.