I didn't find a setting so I used another player.
http://androidforums.com/threads/remove-full-screen-album-art-from-lockscreen.844274/ covers almost all the angles including the exposed plug in.
Hi, I have a Samsung Galaxy S5. I have a wallpaper image for my lock screen, however everytime I play a music track the image changes to whatever image is associated with that music file. The only way I can change it back is to swith the phone off and on again and then my wallpaper of choice re-appears.
Got me totally baffled. Can anyone help

Chowhound
Comic Vine
GameFAQs
GameSpot
Giant Bomb
TechRepublic