Hi,
each entity has primary field defined, so whenever you create a relation between two entity it shows the primary name in the look up field.
so, in your case, if you wish to show the field in the look up, with the company name other than primary field then you need to write the script which will show the "company name" and not the "Fullname (lead)".
you can refer the below link for you assistance
1. http://mscrm4ever.blogspot.in/2009/03/displaying-lookup-with-related-entity.html
2. http://www.renauddumont.be/post/2011/09/14/CRM-2011-Modify-the-display-of-a-lookup-field-part-12
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Thank & regards!
Subhash