For me, I can change the lock screen picture that appears when you first boot up the computer from the Rock picture by:
1.Going to Settings->Personalisation->Lock screen
2.Switching the Background drop down box off Windows Spotlight to Picture
3.Changing the picture underneath 'Choose your picture' to another picture
4.Going to the Themes tab and saving the theme in 'Theme settings'
5.Going back to the Lock screen tab and switching the Background drop down box back off of Picture to Windows Spotlight
6.Saving the theme again
This will not make the Windows Spotlight work when you first boot up the computer, but at least you can view something alternative than the Rock picture.