Create a text file named desktop.ini. in the folder where you need to change the background. You may find a hidden file in that folder too with the name desktop.ini. If present open that file and add the following code at the end

[{BE098140-A513-11D0-A3A4-00C04FD706EC}] IconArea_Image=complete path to the image file

for example:

[{BE098140-A513-11D0-A3A4-00C04FD706EC}] IconArea_Image=Bday photosabc.bmp

Save the file.
You can keep the background picture in that folder or any other location you want. All you have to do is to provide the correct path.

via here.