I had actually forgotten you could do this. (I prefer to change my wallpaper quite frequently, so make use of John’s Background Switcher.) This is a pretty quick reg hack, but note you will need to have permissions to make modifications to the registry. (Start: Run > Regedit)
The difficulty, as you see on the Lifehacker article, is pretty minimal. The risk of messing up your computer, pretty low as well. However, if that is a worry for you, skip this and go straight to the background switcher program I recommended. That way it is like any other program you can install/uninstall at your leisure.
As you can see, there are a variety of options when it comes to customizing your computing experience. Dig in and try it – have more fun! 🙂