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This is what happened after the ICS update, after i choose my selected wallpaper for my lock screen, I go over to my lock screen and then it is still displaying my live wallpaper which is not what I wanted. Sony, you may want to check regarding this. My SI Number is 1257-0987 and I am from Singapore, just in case if you need these set of information. 
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ok this is how to do it
1st set the live wallpaper
2nd settings ->display > lock screen settings > wallpaper > select the picture
done you have a live wallpaper and a different picture at the lockscreen
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same problem here , please fix it !!
same problem here !! when change lock screen background nothing change !
I have the opposite problem, I changed my wallpaper just out of curiousity, and now have no way of changing it back to my live wallpaper. Any ideas?
That is what i did but it still would not change at all 
make sure that you do it in that order
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Yes, I did them in order :smileyhappy:, but it still wouldn't work. I always do that in an order.
that's really odd, I wonder if the issue is bc of a taskiller, antivirus
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The lock screen wallpaper on mines is ok. What i got some problems is with the Themes, they are not live anymore after the update. what you think i might be doing wrong?. I have tried chanding it, Emerald, Turqoise, but nothing. it looks like if it is a picture, it doesnt do anything whe you scroll the screen.