Im using Handcent and i have that on the lock screen. I did this by disabling the default txt message app int he applications screen. It will tell you that by disabling it could cause problems with other apps, but once you disable it handcent shows up on the lock screen.
I did the same and then was getting MMS but no SMS. You must make Handcent the default for mms and sms in the Handcent settings. Click settings and then Application Settings and then Default Messing Application
At least it worked for me. Found it on another thread in Razr Maxx