Recommending "Contact Owner" app.
Puts the phone's owner info on the lock screen with a message stating "If found please contact ........".
Simply create a contact with the info you want to be displayed on the lock screen. Then you link the info within the app.
Not sure if you can do this without an app. but it's definitely something that should have been included.
Just do a search for "contact owner" in the market.
ContactOwner doesn't work on Incredible
I installed it on my incredible and it doesn't work. It crashes and cannot pull up contacts. A lot of the comments have people saying that it no longer works and are uninstalling it. Bummer since it would be a great app.