Ubuntu 11.10 code named Oneiric Ocelot by default used lightDM instead of LDM as its Log-in shell. Now changing the background of the Log-in shell is very simple in Ubuntu 11.10. You just need to edit a simple .conf file.
Step 1: Open your terminal and type the following command in it
gksu gedit /etc/lightdm/unity-greeter.conf
Now when it prompts for the password enter it and gedit will open the file for editing
Step 2: Now you have to find the line in it which has
background = /usr/share/backgrounds/someimage.png
Step 3: Just give the path of your image file there and save the file and then logout and you will find the change 🙂