How do I change the lock-screen wallpaper?

I've lost the ability to change my lock screen wallpaper (in the course of trigger-happy removal of some phone company apps). I used to be able to do 'Menu > Wallpaper' and be prompted for either the phone or lock screen, but now this stage doesn't appear and I'm taken straight to the 'Select wallpaper from' screen. I'm looking for a way to get the lock/home screeen prompt back or failing that, possibly the location where the active wallpaper is stored in the file system if that would work, or an app that would let me change the lock screen wallpaper directly. (No luck with Google.) I'm using an Orange San Francisco (ZTE Blade) running Android 2.1.1 *Edit*: and Launcher Pro.