Its simple, you hit the +/- button and add what you want. Then hit the center button that says background and choose what you want to edit or edit the background. Just play around with all the choices until you get the hang of it.
As for the locker, unfortunately unless I'm mistaken, you can't run anything unless you have 'swipe' or 'none' selected under the system settings for lock screen. I use swipe and if I'm going to be leaving my phone away from me for long periods I'll change it to password in the system settings. I don't really need a password enabled if its going to be in my pocket, but for some it may be better safe than sorry. I think this is a general problem with the phone being tightknit with the security.but I'll keep looking for info.