There is no built in way to change this functionality. When locked, one screen will be black. There may be some 3rd party software that may do this however it would not be supported by Microsoft.
Matthew Arkin - Windows Answers Moderator - Windows Desktop Experience MVP - http://twitter.com/Microsoft\_Cares
This forum post is my own opinion and does not necessarily reflect the opinion or view of Microsoft, its employees, or other MVPs.
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So that is it? The best the answers community can come up with is that it is the way it is and any solution isn't supported and should be stifled. This fits oh so well with the name of the twitter account you have linked in your sig.
I agree with Coldfire. This is annoying and it is a legitimate issue. My organization is 100% dual monitors on about 4000 PCs. In XP the background shows on BOTH monitors at the logon screen and locked screen. However, in Windows 7 (which we are currently
migrating to) the background is BLACK on the second monitor. Another annoyance is that at the logon screen you can only see your mouse cursor on the second black monitor, and can't see it on the first monitor with background.
This is a legit issue, because our helpdesk is actually getting calls from end users that were just upgraded from XP to Win7 saying that their second monitor isn't working, when in fact it is working, MS just decided that in Windows 7, that latest and greatest
and more "mac-like" operating system that you no longer should have a background on the second monitor when your computer is at logon screen or locked.