David,
You certainly can.
- You can write your own application that will get the HDC of the Desktop window and paint whatever is needed (actually you are
better to hook up WM_PAINT on that window)
- There are third party tools that do what you asked for. One of them is BgInfo from sysinternals.com
(
http://www.sysinternals.com/ntw2k/freeware/bginfo.shtml). Note: With BgInfo you can set up the configuration on what will be shown.