I don't think you should worry, we just had a recall on our motorcycle, some electronic component had the weiring too close to some pipe and the manufacturer wanted to make sure nothing bad happens out of all the bike they issued that year, nobody had any problems so far. The aim of the recall was to protect the manufacturer from law suits in the future.
Reading a little about lead paint it seem that the danger in lead paint is more from cheeps that can be inhaled. I don't think that a toy can produce such large amount of cheeps. Another possible danger is that the child will put hte toy in their mouth a lot and get some toxic material in their body that way.
If you are still feeling you should worry it's always possible to get a blood text and see if the child have elevated levels of lead in his\her blood. That doesn't nesseccerly means that they will have any problems in the future, it's just good to know
Read this short article, I found it very informative:
http://www.epa.gov/lead/