AntonioJ, use this:
Type that in command line:
makecab C:\Bliss.jpg. Bliss.jpg - this is you new image=). After this replace standart wallpaper to new Bliss.jp_ in your \i386 directory.
But I use other way - after Windows setup I have WPI wizard which installs my custom progs. Also new wallpapers pack installing there. I collect beauty images from net then make SFX-archive wich installing to \Windows\Web\Wallpaper directory and replace old images.
You can download my wallpapers
here.