The problem with shielding is the weight involved to achieve any level of protection.. wrapping the ship in enough lead to make a difference would be hard to get it off the ground. Also while this type of shielding may be effective against normal solar radiation, high energy galactic cosmic rays are far more dangerous and are almost unaffected by conventional shielding.
If you're interested, I recommend this paper. It goes a bit deeper into exactly why radiation is such a problem for any proposed Mars missions (warning, PDF):
http://spaceradiation.usra.edu/references/Ch4RadCarcinogen.p...