Feh is a great program to have if you are using a window manager like OpenBox, BlackBox etc. As you can set an image as the background, instead of the default grey / black.
To Install Feh, use the following command:
sudo apt-get install feh
You can now right click on an image, and chose to open with 'feh'.
To use Feh to set an image as a background, use the following command:
feh --bg-scale /path/to/image.jpg
Other parameters that you can use are: