The summerboard currently allow you to change the background picture, but it does not change the background picture when on standby/locked. I know for sure some themes(recently many of them) come with two background wallpapers, one for standby and one for behind the icons. I would like to know how to change that to default picture for the theme.
If you can SSH into the phone you can set it manually.
In var/mobile/library, you'll find a jpg named LockBackground.jpg. Either back it up to your computer or rename it to something like LockBackground(orig).jpg and put your favorite picture in it's place.
Or.. Download any theme you like of course it comes with it's own wallpaper! apply it on your phone.. go to pic you want to put as a lockscreen, set as wallpaper and you're done! you've two different wallpapers