I'm not sure if this works, but try selecting your desired fleet leader, then without deselecting the leader, select all the other ships that you want in that fleet.
You have to hold the shift key down to select other units. Then you have to select them either one at a time or type at a time. One at a time is fine for small fleets like the ones I use. Since my fleets only normally have 4 or less ships in it I just click on the first and shift click the other 3.
But
You can select ships by type as well. Click the primary ship and then ALT-SHIFT click another ship. It will select all the ships of that type without de-selecting what you clicked first. The downside is this. Lets say you want to make two balanced fleets out of a group. Because you want them to be balanced you want some ships of every type. There is no easy way to do that with this method as the ALT will select them all of a type. You can shift click to de-select some of them but if you are going to shift click half the fleet.... you might as well have used the shift click method to select them in the first place.
I think the easiest way to make two balanced fleets would be to just move them into two groups and then select the whole group, tab to the leader and make fleet. Basically the first segestion above.
Those are the only ways I know to make fleets quickly with a specific leader instead of random. If other people know other ways then please share.