Assuming your user information is found in a table named Participants, with columns ParticipantId, FirstName, and LastName, here is an example using a JOIN to that table:
SELECT TOP 1 sl.LotId, sl.ParticipantId, p.FirstName, p.LastName
FROM Sample_Lots sl
INNER JOIN Participants p ON sl.ParticipantId = p.ParticipantId WITH (NOLOCK)
WHERE
CAST(Created AS DATE) = '2012-11-16'
AND
sl.ParticipantId NOT IN
(
SELECT ParticipantId FROM Sample_Winners WITH (NOLOCK)
WHERE
ParticipantId IS NOT NULL
AND
CAST(ThisDate AS DATE) = '2012-11-16'
)
AND
sl.ParticipantId IN
(
SELECT ParticipantId FROM Sample_Participants WITH (NOLOCK)
WHERE
ParticipationConfirmed IS NOT NULL
)
ORDER BY NEWID()