Using this instructable, you can create a hidden desktop shortcut with the judicious use of The Gimp, or some other full-featured editor.
Step 1: Choose Your Background
Odds are you have a favorite picture as your background. Once you've selected one, open the original file in the GIMP. We'll use this picture for the icon. Also, check your screen resolution (System-->Preferences-->Screen Resolution) and write down what you find (Mine is set to 1024x768). The screen resolution is only important if the image you use is bigger than your resolution. On my PC, the image size is 1920x1440, much larger than my screen resolution of 1024x768.