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Firstly you need to run RegEdit and navigate to the following key.
Here you should see a setting called OEMBackground. If you are not able to see this value then right-click in the right pane, point to the New submenu and create a new DWORD value with this name. Set the value to 1 by double clicking on OEMBackground.
Close RegEdit and navigate to the following folder.
There is a chance that the folder will not exist and if that is the case you will need to create it. Now copy your desired picture to the Background folder. Remember that the picture’s size can’t be more than 256 kb. The name of image must be backgroundDefault.jpg.
And that's it! If anybody out there knows of some software that can automatically switch the image like you can for the desktop, please let me know.