I has this problem. With regards to the lock-screen problem, danne_jo thinks he may have accidently deleted something he shouldn't have with the 0500_remove_htc_apps_similar_to_vanilla_android_v1 .zip file. I restored my backup and did WildPuzzle again without installing that file and I have no problems now.
With regards to the Market problem; did you wipe/factory reset the phone before installing the ROM? The first time I installed I didn't and I had the same problems. This time I wiped everything and now it all works fine.
Rosie.apk seems to contains HTC backgrounds and other related stuff, might be the source problem, can you try restoring this .apk and test ?