I can't change my wallpaper?

[BebeFleur.]

So I have an Android phone...err...not sure what type... Galaxy Exhibit II is written somewhere on a box... So I changed my lock screen when I first got my phone (like the December of 2011). I just did a hard reset (wiped everything clean) because it was constantly freezing. Now I can't figure out how to change it. When I did it before, I would:

>Go to the homescreen
>Press menu/settings (the bottom left key...I don't know the name)
>Wallpaper
>Wallpaper gallery
>Choose image
>Resize and stuff
>Tap set as wallpaper

Then a pop-up box would say something like "Would you like to set this as your screen lock as well?" I would click yes and it would set both my wallpaper and screen lock to the image. Then I had to go back and choose my wallpaper (only not say yes when it asked about the screen lock).

Now I can do the same thing, but the pop-up box doesn't show, and I can't find another way to set the screen. I think this happened...umm..maybe around 6ish months ago? Not too sure, I am horrible with times. It was after an update (which was like a year ago). But it wasn't a problem then, because I had set one I liked.

So anyways, how do I change the lock screen picture?

Thanks!