If you install another home locker program which one does Android chooses when it locks your phone?
Basically, the replacement lockscreen program will have a service running that recognizes when the phone 'locks' and then overrides the default lockscreen with the one you've created through that app.  There is typically a delay of a few seconds, so it's possible to still see the default lockscreen on occasion.  I've been using WidgetLocker for some time now and have been very happy with it.  It's available on the Market.