When does one replace "le/les" with the pronoun "se"?

Question

When are the object pronouns le/les replaced with se?

Answer 1

The indirect object pronouns le & les change to se when preceding the direct object pronouns lo, la, los & las.

I give it to him- Se lo doy.

(can't be Le lo doy)

She tells her mom the truth--She tells it to her. Se la dice.

Se is also used "impersonally" when it means "one" (in general).

One can buy milk here= Se puede comprar leche aquí.

Answer 2

As @toni mentioned the use of le/les or se depends on the type of the Object Pronouns (direct vs. indirect pronombres):

DO Pronouns: me, te, lo/la, nos, os, los/las

IO Pronounce: me, te, le, nos, os, les

When both are used in the same sentence, like here:

Ella te los dan.
She gives them to you.
IO: te
DO: los

Él me lo dice.
He tells it to me.
IO: me
DO: lo

change the first pronoun to 'se' if both start with an 'l':

Incorrect: No le lo tengo.
Correct: No se lo tengo.
I don't have it.

Incorrect: Él le los muestra a ella.
Correct: Él se los muestra a ella.
He shows them to her.

In such cases you should always try to avoid ambiguous meanings, like:

Él se los muestra. To whom??? - "a ella"

Here se can refer to Él, Ella or even Ellos or Ellas.

Additional examples (mind I'm not native and can be wrong):

Mi gato está loco por su cola. Siempre se le persigue!
My cat is crazy about its tail. It always chases it!
IO: le
DO: se

But:
Mi gato tiene un pelaje bueno. Los cazadores lo persiguen para matarlo.
My cat has a nice fur. Hunters chase it to kill it.
DO: le
DO: matarlo