I agree. Do your lease through leasecompare.com. I never purchase (or lease) a car without pre-arranged outside financing. This is the last opportunity for the dealer to boost their profit on the unprepared buyer.
Once they see that you have your own financing (or leasing), they have no choice but to either match your terms or accept your outside financing.
Years ago, I had a similar situation with a dealer. I wanted to lease the car and they were unwilling to significantly adjust the sales price or the lease terms. I went home, did the deal online and ended up coming back to the same dealer to pick up my car with $1000 off the price (they were only willing to take off $250), and much better lease terms.
2008 BMW 535i Space Gray, Black Leather, Dark Bamboo Trim| Sport Automatic with Paddles | Sport Package
2008 BMW M5 (gone, but not forgotten) Space Gray, Silverstone Merino Leather, Madeira Walnut Wood Trim | 7speed SMG | All options
Mods: Corsa Exhaust | RPI Ram Air Intake | H&R Sport Springs | Rogue Engineering 12mm spacers