I just got my VZW 9930. I've set up my personal information to show on the lock screen so that if I ever lose my phone someone who find's it can contact me. However, when I lock the screen, it dims down / shuts off and when I press any button, I get a message saying "Keypad is locked. press the Mute...". If I don't unlock it, the screen shuts off / dims down again.
So basically, I never get to see the lock screen message I've set up, it's always hidden. I have it set in options on the phone itself and I am also on a BES and it's set there under owner information too.
RIM changed this a while back. The lock button now is essentially a keyboard lock.
If you want to have your info displayed enable the password. When the device password locks it shows the personal info.