How I FINALLY succeeded at programming a Leonardo:
Upload into an UNO the "arduino-as-ISP" sketch.
Add the anti-reset cap.
Wire up the UNO to the Leonardo to get the desired sketch. You can use the tutorial diagram or the ICSP header if you wish.
Line up the Tools as needed.
With the File menu, click on the "upload with programmer" option.
Now for the tricky but CRUCIAL part: Hit the reset button on the Leonardo during the compile! This will be need to be done the first time you attempt this method of programming a Leonardo.