That seems like a pretty damn ridiculous thing to say. Especially with a SN like Zeppelin. Page did plenty of lead work using diads and triads.
Reddiva, you should check these guitar players out, I think you'd benefit from learning some of their riffs/leads:
Mark from On The Speakers
Jimmy from Elefant
David Bryson/Dave Immerglick from Counting Crows (even if you hate their music, they're both wonderful players)
Edge from (duh) U2
Johnny Buckland from Coldplay
And the country idea is a very good one.
Obviously some theory will help out a lot when trying to put multiple notes together on the fly, but you could have a degree in music theory for all we know.
Best of luck!