Enable support for this using the "UseAuthMe" option in Config.yml. After enabling UseAuthMe, the plugin will detect if you have LockLogin or Authme and enable support for whichever one is needed. After the player has successfully registered their account under LockLogin, they will then be made to do their FirstLogin captcha.
If this support doesn't work, there's not much I can do since the plugin itself doesn't have a completed API. If it doesn't work we just have to wait for the API to catch up I guess.