I accidentally found out how to do this last night. You can take screenshots on your iPhone. Scared the mess out of me because my phone had froze up because a side button had got stuck down. I thought it was flipping out.
How to: While phone is on, hold the Home button down (round button at bottom) and then press the Power/Sleep button (top right). If you haven't changed your settings, you will hear the camera sound.
Here is what my background looks like before I unlock it. By the way, this is the original painting of the back tattoo I am getting. It is from shoulder to waist. I will be postponing the last 4 sessions since I am now pregnant.