How about these steps:
- Make sure you are logged in as an administrator.
- Press Windows Key + R to run.
- Type this in the text box: "**%programdata%\Microsoft\Windows**".
- Find "SystemData" and open its properties (Right Click > Properties).
- Under Security Tab, click on "Advanced".
- Next to "Owner", click on "Change" (You must be logged in as an administrator to do that) .
- Under "Enter the object name to select (examples): ", enter the name of the user you are logged in as and press "Check Names".
- Press "Ok".
- Under "Owner" a check box will appear, check it.
- Press "Apply" and close "Properties".
- Rename the folder to "SystemData_bak".
- Retry changing the lock screen.
After this, Windows will create a new "SystemData" folder. You can now change your lock screen.
Let us know how it goes.