I just loaded a shot of my my background as a game too(JT's blocks from Yahoo)!
Step 1: Create the HTML document.
Step 2: Insert META tag to refresh page every 10 minutes
Simply place this between your <head></head> tags: <meta http-equiv="refresh" content="600">.
That simple. The "600" is the number of seconds. If you want to increase the time to say 20 minutes, you simply put in "1200" and so on.
Step 3: Use Feed2JS to create HTML feeds
Place the URL of the feed(like the instructables feed at http://www.instructables.com/ex/y/process/rss.xml) into the form and set it up the way you want it. There are a lot of different options so be sure to use the preview feed button until you have it the way you want it.
Step 4: Place in documents folder
Step 5: Point your desktop to it
You may have to do some stretching and moving around but it's all in how you want it to appear.