In Windows Pro, Enterprise, or Education, you can also do this locally with GPEDIT.MSC.
For Windows Home, you have to modify the Registry using REGEDIT. Navigate to HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Policies, right-click on the folder and select New, Key. Name the key System and press Enter. Right-click on the right side of the window and select New, String Value. Name the string Wallpaper and press Enter. Double-click on the new Wallpaper and enter the path to the wallpaper you wish to use, then click OK.
OPTIONAL: Right-click on the right side and select New, String Value. Name the string WallpaperStyle and press Enter. Double-click on WallpaperStyle and change the value to one of the following: 0 - Centered (default) 1 - Tiled 2 - Stretched 3 - Stretch to fit 4 - Fill
WARNING: If you monkey around with REGEDIT you can SERIOUSLY screw up your system if you don't know what you're doing.
Out of curiosity, can I ask where you learned how to do all this? ---
Number XII: Larxene. The Organization's Savage Nymph.
