Author: William Gerbert 

Set the wallpaper with your application in Win32

Answer:

To the wallpaper in Windows 95/ Windows NT you must use the Win32 API function 
SystemParametersInfo.
SystemParametersInfo retrieves and sets system wide parameters including the 
wallpaper.

1   
2   SystemParametersInfo(SPI_SETDESKWALLPAPER, 0, 'c:\Windows\Seaside.bmp', 0);