I searched all over trying to figure out how to change the lock screen wallpaper. The normal wallpaper is a breeze to change. I finally came across an Infuse thread that spelled it out and thought others might be looking for the same thing.
Using the stock "Gallery" app, find the picture you want to set as your lockscreen wallpaper, tap on it (it open full screen), hit the options capacitive button (the far left button of the bottom four), press the "set as" option, then press the "Lockscreen wallpaper" option. You can then crop the picture and click "save" to finish up.
Using the stock "Gallery" app, find the picture you want to set as your lockscreen wallpaper, tap on it (it open full screen), hit the options capacitive button (the far left button of the bottom four), press the "set as" option, then press the "Lockscreen wallpaper" option. You can then crop the picture and click "save" to finish up.