In a large saucepan, heat the oil. Add the kielbasa, onion, carrot and garlic and cook over moderately high heat, stirring, until softened, about 5 minutes. Add the lentils, water and bay leaf, season with salt and pepper and bring to a boil. Cover partially and simmer over very low heat until the lentils are tender, about 20 minutes. Discard the bay leaf. Season the lentils with salt and pepper and serve.
