I agree with Siraj, but don't pick the lookup field for Lead score. Instead, choose the Score field, then you can do a more than or less than filtering based on a specific value. You have mentioned Score D, which perhaps could be the Grade you are referring to. In which case, pick the Grade field from the Lead score table instead.
Are you querying the scores from the "Lead" table or from the Lead Score table?
Because leads score field needs to be selected from the Lead Score table which is a related table to the Lead. And you have to add first that table in your segment definition.
After that you group the lead filter with the lead score filter
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