Are you familiar with SSH or iFile? If so, use one of those tools to navigate to the folder where the theme is saved on your iPhone and copy/save the lock slider from the set of included images to a separate location. Then bundle those images into similar folder hierarchies as you see in the original theme and drop it back into the Themes folder before activating it in Winterboard. That should do the trick.
EDIT: Alternatively you could use something like iFunBox which is similar enough to get the job done.