I would like to put spheres instead of leaves on my tree so I selected the object Sphere of Leaf Object, but with Leaf Shape rectangular I have rectangular leaves, with hexagonal I have hexagonal leaves, with dupliFaces and dupliVerts I have no leaves (see the attached image).
Duplifaces or Dupliverts determines if your leaf mesh is instanced on vertices or faces of your tree’s branches. You have to choose one of these two options to use your mesh, otherwise the selected mesh is ignored and the leaves are rectangular or hexagonal instead.
Try using Dupliverts and make sure your leaf mesh is not scaled weirdly and in the center of your scene. You should end up with something like this (I’ve used the willow preset and increased the branch splitting level to 3).