For the last couple of ubuntu versions, gnome-screensaver, which is also the gnome screen-locking program, has been using gtkbuilder .ui files for configuration; unfortunately almost all of the third-party themes (e.g. on gnome-look.org) use .glade files. Here's how to convert a .glade file to a .ui file for use with current versions of gnome-screensaver:
1. Open terminal
2. Unpack your downloaded theme file
3. run this command: gtk-builder-convert -w mynewtheme.glade mynewtheme.ui
The -w switch is important. The gtk-builder-command should already be installed on your system.
4. transfer the theme files, including the unmodified .gtkrc, to /usr/share/gnome-screensaver. Do not stash the config files in a subdirectory.
5. change the gconf setting (e.g. with gconf-editor) of /apps/gnome-screensaver/lock-dialog-theme to your new theme (e.g. "burst", or "arc-colors-human").