"My Kindle Wallpaper
" is a MUST have app if you want to change the pictures on your lockscreen on your KF. It works great on my 1st Gen KF.
I do still see the Amazon built in pix a split second before it changes it to the pix I have on my wallpaper folder.
You can pick just 1 pix or have it rotate them around by just adding a bunch of cool pix to a folder on your fire and have it look at that folder for the wallpaper pix.
Its not available at the Amazon store so you will have to sideload it from the Google Play store:
(Hopefully you have an Android cell phone to allow you access to the store)