If you have local admin rights and Windows 8.1 ProPro (does not work in non-pro versions), the correct way to do this is to do the following steps:
- Open - Local Group Policy Editor (
gpedit.msc
) - Computer Configuration - Administrative Templates - Control Panel - Personalization
- Set the value under "Force a specific default lock screen image"
Full details: https://support.microsoft.com/en-us/kb/2787100/en-us