For some reason, in my 3G iphone, after setting the wallpaper for the lock screen it remains black. When I restart the phone I get to see the wallpaper for the first time, but after unlocking and lock the phone again - the background is black again!
P.S.
I tried to jailbreak the phone after I saw this, and now I can set the home screen background but the lock screen background remains black.
Could not find any info on this yet. If anyone knows how to fix this (maybe this is an apple bug) please let us know.
Update! For some reason, now it is working fine (after a few restarts and another iTunes sync) - I guess that iOS4 is very buggy with 3G and 3Gs phones.