Author: Mike Shkolnik 

How can I refresh the Windows desktop after I have set a new background image in 
the registry?

Answer:

Solve 1:

I want to post this article because I sure that this question can ask a lot of 
developers but to find an answer is not easy task. 

So if you need refresh a desktop in run-time, you can execute a next procedure: 

1   uses ShlObj;
2   {...}
3   SHChangeNotify(SHCNE_ASSOCCHANGED, SHCNF_IDLIST, NULL, NULL);

This code will refresh a desktop image and re-read the icons for files with 
registered extentions. 

PS: you can do a same if you press a right mouse button on desktop and select 
Update item. 

Solve 2:

4   procedure TForm1.Button1Click(Sender: TObject);
5   begin
6     SendMessage(FindWindow('Progman', 'Program Manager'), WM_COMMAND, 106597, 0);
7   end;


This has the same effect as pressing F5 in Explorer.