Just the custom slider Thanks.
In that case
1. SSH into your phone, navigate to your Themes.xxxxxx folder, located in /var/stash/
2. Make a folder called "whatever.theme" (change "whatever" to what you want to name your theme)
3. In that folder, make another folder called "Bundles"
4. In that folder, make another folder called "com.apple.TelephonyUI"
5. In that folder, place your slider image and name it "bottombarknobgray.png" << This is the slider /knob/, i.e. the actual lock icon or arrow that you drag across the screen
6. If you want to change the slider /bar/, i.e. the bottom bar behind the slider knob, make another image and name it "bottombarbkgndlock.png".
The dimensions for these images will vary depending on how you want to theme them. It may take some fiddling around to get the slider knob to match up on the slider bar. However, using the dimensions that the stock Apple images use would probably work. The stock images are located in /System/Library/PrivateFrameworks/TelephonyUI.framework
EDIT: This is assuming you have winterboard installed, BTW