How can change wallpaper in locked mode

I have a new iPhone 5 with updated software.  I can't change the wallpaper for the locked mode.  I can change the home screen wallpaper and the wallpaper for both (using the same picture).  When I got the phone it had the standard wallpaper on the locked screen, after syncing with my computer to put all my stuff from my old  phone on this one, the locked screen is just black.  HELP!!!