Just make sure, if it comes with a big heavy snap on it, to remove that and attach the lead rope directly to the halter - rope on rope. The snaps will just swing around, muddy your communication, and smack the horse in the chin. The rope most likely has a loop on the end of it, you can just stick this through the bottom loops on the halter, then thread the popper end back through and tighten - it can't come off and will be a nice soft connection.
If it didn't come with a lead, then I have been very happy with the ropes I got from Horse Rope Connection. I have a rope halter, lead, and a set of long lines from them. I find 10' to be a nice length for hiking with a mini, gives you plenty of room to send them ahead of you or wherever you need them to be.