This a simple manipulation of regestry for changing explorer background image.
1. Create your own image in photoshop with you own size. I prefer 785x86 pixel and save with .bmp for example back.bmp.
This is my example.
2. Then open registry editor: Start > Run > Regedit.exe
3. Open HKEY_CURRENT_USER/Software/Microsoft/Internet Explorer/Toolbar.
4. Add new string by right click and named it BackBitmapShell.
5. Double click the key and enter the full path of your bitmap image. Click OK.
6. Close registry editor and open my computer. Walla!.