Record a nice Lead sound?

Does anyone know any good pedals to get a Megadeth-ish lead guitar sound when recording. I have a Laney TF700 amp. Also I have a zoom 9030 effects box thing but it records really badly can anyone help with that or does that bit of equipment just suck ass. Well it was a gift from a family friend who used to own a music shop.
Thanks

If you can afford it I'd definitely recommend Amplitube.
I can record straight line in, with no effects at all... then take that cheesy sounding guitar track and make it sound like a Marshall stack playing in a stadium or a Beatles guitar in the studio.