Slighly off topic but I noticed that when the phone is locked and music is playing, you can adjust the volume without unlocking the phone.

Just one press on the power button and you'll have the unlock screen, the volume button works while the screen is lit.

Back on topic, the image file for the unlock screen is in the theme folder.(eg. /usr/share/themes/alpha/backgrounds/lockslider.png)

Maybe you could edit that. not very user friendly but it is an option.