First, equip yourself with the laser sword and missiles. Then approach an enemy, but don't get too close just yet. Draw the sword and press Up, Down, R1, L1 to gain an extra lock on. Up to six additional lock ons may be accumulated.
Create an Emblem and go to the 'Edit Emblem' screen, and press L1+R1+L2+R2+Select. This should then set it as your background wallpaper.
Edit pilot name:
You can edit your pilot name by highlighting the 'A.C. Name Entry option, holding Select, and pressing X.