There are two ways to do this; both have their own advantages and disadvantages.
The first (and easiest) is to use a LockBackground.png, as you have already learned.
The second is to use a LockBackground.html, which displays an image of your choosing.
The first method is definitely the easiest, but suffers from one drawback - when you receive an incoming call, the LockBackground.png will be displayed until you actually accept the call, at which time your system wallpaper will show. If your LockBackground.png features a bikini-clad model, for example, it's kind of wierd to have said model pop up every time someone calls, be it your boss, GF, grandma, or best friend. Personally, I find it rather distracting (and all the more creepy as the scantily clad babe on my lockscreen happens to be my wife) ...
The second method is a little more difficult to set up, but using that method, your system wallpaper will be displayed when you receive a call, rather than the LockBackground image. The disadvantage of method #2 is that it will disable the charge meter from displaying on the lockscreen when you're plugged in.
