Chances are this is a stuck "LockBackground.jpg" file in your var/mobile/Library directory.
Delete that file and all should go back to normal.
This phenomenon seems to be related to the "Customize" app, but with emphasis on "seems". That is, the problem is likely to occur if you change your wallpaper via the Customize program. Avoid doing that and the problem should not come back.
You might be able to delete the file through MobileFinder, but this doesn't always work. You will definitely be able to delete it if you go in through SSH. Once you're in on SSH, do this:
# cd /private/var/mobile/Library
# rm LockBackground.jpg
If the first command doesn't work, try changing the 'L' in "library' to lower case.
That should do it. Becareful using 'rm', of course. That is the command for deleting files (rm = "remove").
Remember: don't change your wallpaper via the Customize interface. At least not for now.
