There was a big scandal in Britain, when a convicted rapist won about £7 million on the lottery while he was in prison.
The biggest bone of contention was that he was allowed to buy a ticket, considering the lottery is a form of gambling.
http://news.bbc.co.uk/1/hi/uk/3554008.stm
Following his release The Sun newspaper tracked him down and found he was living under police protection, with a new identity, and it was all paid for by the taxpayer.
http://www.thesun.co.uk/article/0,,2-2005450513,00.html
There is a change of the law being discussed which would mean any future, imprisoned lottery winners would have to pay for their own protection.
The chances of another prisoner winning the lottery are slim, to say the least, but the new law will also mean that anyone with a large amount of money will have to pay for their own protection upon release.