Obviously neither of us is effective with our Lions at present, but to give you an idea of his value, look again at the wiki article:
http://en.wikipedia.org/wiki/Chu_shogi#Piece_values
The Lion is worth 20 points while the Free King, the second most powerful piece and equivalent to the Queen in chess, is worth 12. I think if you lose your Lion, I'll probably tear you to pieces. I suggest you work out some other strategy. The Lion basically has the power to move like a king twice with a jumping ability, so I doubt you could corner it. It's a tough piece to track and I could cause a lot of devastation.