Windows xp wallpaper when computer is locked

Hi there,

How do I have Windows display a different Desktop wallpaper /
background when I lock the
computer ( lock computer ) than it does when I'm using it?
I just want a plain image when I have my computer locked end not the
one on my desktop.
It is a windows xp pro sp2 installation.
I did tried using registry to alter the HKCU\control panel\desktop but
did not had any luck there.
Maybe I did something wrong?
One time it happened probably by accident, I changed the picture and in
the locked down mode it still gave the old picture, but after a while
that changed back again.
If there is another way to make it happen for instance with a freeware
program please let me know.

Thanks in advance for any help.

Ann