I've got that turned off so I get no adds for the lock screenI don't use the same app but it should be able to do a long press of the picture with an option to save.
I feel I also have to inform you that GoSMS is a known source of those annoying lockscreen ads that also use your data allowance.
You paid for it? Lol. Seemed expensive for an SMS app though. It does have some other features that may appeal to other people.I've got that turned off so I get no adds for the lock screen