Win32 API kullanmayı deneyebilirsiniz.
#pragma comment( lib, "user32.lib" )
#include <windows.h>
int WINAPI WinMain (HINSTANCE hInstance,
HINSTANCE hPrevInstance,
LPSTR lpszCmdLine,
int cmdShow)
{
SystemParametersInfo(SPI_SETDESKWALLPAPER,
0,
"c:\\resim.bmp",
SPIF_UPDATEINIFILE | SPIF_SENDWININICHANGE );
}