I changed my default cursors multiple times and it stayed after customization, but after I start up again, it goes back to the normal setting. I don’t have any idea what to do, so help….please?

I know how to change the wallpaper for the phone when it is unlocked. When the screen is locked there is a different wallpaper displayed. Hitting lock and unlock button multiple times sometimes makes the image change but its always one of the pictures that comes saved on the phone. I want to use my own image and I don’t want it to constantly change. Is there a way to change the screen saver background that comes up when the screen is locked?