This script creates the directory C:MDMLock
The desired image is then downloaded from a website of your choice and stored as a lock screen.
In this script I refer to an image, which I have deposited on a blog.
IMPORTANT: In order to customize it, the URL in the script on line 56 must be modified.
After the image has been downloaded, the corresponding RegKey's are adjusted.
This script is tested on these platforms by the author. It is likely to work on other platforms as well. If you try it and find that it works on another platform, please add a note to the script discussion to let others know.