I don't know where to post this, but since it concerns winterboard which is a jailbroken application, I figure this forum was best.
I didn't want to make a whole new thread just for this, and it really could be put into the original post on this one, I just don't have a LINK for it ... only the words themselves. So I'm not sure how it could be added.
This is GREAT information though. Hopefully it's not already posted somewhere

(I edited it a bit from the original source to make it easier to follow)
Using iPhoneBrowser (a program for the PC):
Step 1: Goto WinterBoard themes folder (using the "Goto Location" tab at the top)
Step 2: Create a folder named WHATEVERUWANT.theme (the .theme part is important)
Step 3: Within that folder put the image (png or jpg) but rename it LockBackground.jpg (I found I had to drag a file already on the comp to the "files on your iPhone" box, dragging from another folder in the list didn't work. Could have been a fluke though)
Step 4: Grab the iPhone > open WinterBoard, your .theme should be on the list, just check it as you would anything else.
It works perfectly ... it was the easiest thing I could think of, and honestly I was shocked that it worked. I think you can fool it into doing anything with that same logic. Make a "_.theme" folder and place whatever image you want with the correct file name (ex. Dock.jpg) You can potentially make an entire theme that way too, with multiple files for each piece.
Source: somewhere on >
http://www.modmyi.com