Getting a dialog box "ipad not backed up - This ipad hasn't been backed up. Backups happen when this ipad is plugged in, locked, and connected to wi-fi"

I recently bought ipad2. I am getting a dialog box "ipad not backed up - This ipad hasn't been backed up. Backups happen when this ipad is plugged in, locked, and connected to wifi". I just can't seem to get rid of the dialog box and hence the "Slide to unlock" does not work either. My guess is that first the dialog box needs to close then only the "Slide to unlock" will work. Can anyone help me with this issue. I still have not even had a day to play with my new ipad2 yet.