Your examples do not mean what you mean to say, but leaving that aside, your issue is with why you must say se lo and not le lo (or lo le). The answer is: because it's just like that.
There are a number of clitic (short, non-emphatic) personal pronouns in Spanish. They can be used in verb phrases as direct objects (accusative), or as indirect objects (dative).
The pronouns for the first and second persons, singular and plural, look the same in the accusative and in the dative: me, te, nos, os (note that os is used only in Spain; it corresponds to the subject pronoun vosotros).
The accusative third person pronouns vary in gender and number: they are lo, la for masculine and feminine singular, respectively, and los, las for the plural. The dative third person pronouns are singular le and plural les (they do not inflect for gender).
Some verbs (called ditransitive) can take both a direct and an indirect object, and if both of the objects are replaced by pronouns, there are some rules about that. The first rule is that the dative pronoun goes first, then the accusative, so it must be
Me lo diste. = "You gave it to me."
*Lo me diste.
The same rule applies even if the pronouns go after the verb, as is the case in imperatives:
Dámelo. = "Give it to me."
The rule that concerns you question is that, in addition to the above, the third person dative pronouns le and les can't be in the same phrase as the third person accusative pronouns lo, la, los, las; if they do appear, they change to se (which does not inflect for gender or number). So, if in my examples above we wished to change the first person into third person, we will have to change le into se:
Se lo diste. = "You gave it to him/her."
Dáselo. = "Give it to him/her."
I gave a few more examples in a related question about the uses of the pronoun se.