Name the image: "bottombarknobgray@2x.png"
Without quotes.
All lowercase letters.
Make sure the image has a ".png" extension.
Install WinterBoard and navigate to var/stash/themes.xxxxxxxx through SSH or iFile.
Create a folder with the name of your theme for your slider with a ".theme" extension.
Inside that folder create another folder called "Bundles".
Inside that folder create another folder called "com.apple.TelephonyUI".
Place the .png file you created/resized with Photoshop. Or use Paint.NET. Almost as good and completely free.
Once every thing is done, open WinterBoard and tap Themes. Look for your Theme name, select it, go back and tap the respring button. You lock screen slider will be changed.
To also change the slide to power off and slide to answer knob just add another image to com.apple.TelephonyUI and name them:
Or, you can browse in Cydia to look at the 100s of slider themes available (most requiring Winterboard to run). Most of them are stand-alone and free (!) tweaks.
Browsing in Cydia is one of my favorites past times...