Hola.
Un código que podes usar es este, te pide que selecciones una imagen por medio de filebrowse pero si queres lo podes adaptar para tu gusto:
Código PHP:
Imports System.Drawing
Imports System.Drawing.Drawing2D
Imports System.Drawing.Imaging
Public Class frmMain
Inherits System.Windows.Forms.Form
'api to set the systems parameters for changing the wallpaper
Private Declare Function SystemParametersInfo Lib "user32" Alias "SystemParametersInfoA" (ByVal uAction As Integer, ByVal uParam As Integer, ByVal lpvParam As String, ByVal fuWinIni As Integer) As Integer
'constants to be used with the above api
Private Const SPI_SETDESKWALLPAPER = 20
Private Const SPIF_UPDATEINIFILE = &H1
Private Sub btnSetWallpaper_Click(ByVal sender As System.Object, ByVal e As
System.EventArgs) Handles btnSetWallpaper.Click
'just some generic path and name for the image in the picturebox to save to
Dim imagePath As String = Application.StartupPath & "\myNewWallpaper.bmp"
pic.Image.Save(imagePath, ImageFormat.Bmp)
'set the parameters to change the wallpaper to the image you selected
SystemParametersInfo(SPI_SETDESKWALLPAPER, 0, imagePath, SPIF_UPDATEINIFILE)
End Sub
Private Sub btnBrowse_Click(ByVal sender As System.Object, ByVal e As System.EventArgs)
Handles btnBrowse.Click
'select a image and get the path
Dim dlg As OpenFileDialog = New OpenFileDialog
dlg.Filter = "Image Files (*.bmp, *.gif, *.jpg)|*.bmp;*.gif;*.jpg"
dlg.Title = "Select the image to load."
dlg.ShowDialog()
'put the selected image in the picturebox to see it
pic.Image = Image.FromFile(dlg.FileName)
dlg.Dispose()
End Sub
End class
http://www.devx.com/tips/Tip/21380