HI All,
I recently encountered this problem whilst trying to integrate exact target. Exact target use something called “Ampscript”. I found out that  Ampscript does not support the native Salesforce Lead Assignment.  This requires you to set the AssignmentRuleHeader and add it to the header of web service call to the Salesforce API which is not exposed on the AMPScript calls.  As it is not exposed, it is not possible for this to be applied.

however I got around it this way
*******************
* AssignleadsToQueue
* Trigger to fire assignment rule for ET Web leads
* Author: Daniel Mason
* Created: 12-05-2015
* Changes: 
*        LG CN21613 - 14-05-2015: Added check for User Id and call to LeadUtils class for processing
*******************/
trigger AssignLeadsToQueue on Lead (after insert)
{
    
   Set<Id> leadsToUpdate = new Set<Id>();
   Id APIUser = (Id)Label.ET_Web_User_Id;
   for(Lead l : Trigger.new)
   {
        if(l.Ownerid == APIUser)
        {
            leadsToUpdate.add(l.Id);            
        }
   }

   if(leadsToUpdate.size() > 0)
   {
        bg_LeadUtils.InvokeLeadAssignmentrule(leadsToUpdate);
   }

}
 
 
 
/*******************
* bg_LeadUtils.cls
* Utility class for Lead sObject
* Author: Daniel Mason
* Created: 12-05-2015
* Changes: 
*******************/
public class bg_LeadUtils
{
    @future
    public static void InvokeLeadAssignmentrule(Set<Id> leads) 
    { 
        /*
            Method to trigger Assignment Rule for new API Leads from ET
        */
        List<Lead> updateList = new List<Lead>();
        Database.DMLOptions dmo = new Database.DMLOptions();
        dmo.assignmentRuleHeader.useDefaultRule = true;
        for (Id l : leads) 
        {
            updateList.add(new Lead(Id = l));
        }

        try 
        {
            Database.update(updateList, dmo);
        }
        catch (DmlException e) 
        {
            system.debug('LG*** error: '+e);
        }
    }
}
 
 
/****************
* bg_LeadUtils_Test
*
* Author: Daniel Mason
* Created: 14-05-2015
* Changes:
*
****************/
@isTest
public class bg_LeadUtils_Test
{

    private static testMethod void TestInvokeLeadAssignmentrule()
    {
        /*
            test method for InvokeLeadAssignmnetRule
        */

        // create a ET Web User
        User testWebUser = [SELECT Id FROM User WHERE Id = :Label.ET_Web_User_Id];  

        // retrieve appropriate Queue id
        List<Group> LeadQueue = [SELECT ID FROM Group WHERE Name = 'Exact Target - TalkingPoint Global' AND Type = 'Queue'];
        // create a Lead object to trigger Methods and Assignment Rule
        Id LeadRecordType = bg_RecordTypeUtils.getRecordTypeIdByDevName('Exact_Target');
        Lead testLead = new Lead();
        testLead.Firstname = 'Test';
        testLead.lastName = 'TestyBG';
        testLead.Email = 'testyLead@Leadtester.com';
        testLead.LeadSource = 'TalkingPoint Global';
        testLead.Company = 'Brightgen';
        testLead.RecordTypeId = LeadRecordType;
        
        Test.startTest();
        System.runAs(testWebUser)
        {
            insert testlead;    
        }
        Test.stopTest();

        // confirm Lead Owner is correct Queue
        Lead confirmLead = [SELECT Id, OwnerId FROM Lead WHERE Id = :testLead.Id];
        System.assertEquals(LeadQueue[0].Id, confirmLead.OwnerId);
    }
}