With Windows 7 I would do the following HKLM\Software\Microsoft\Windows\CurrentVersion\Authentication\LogonUI\Background
Create a new String OemBackGround and set value to 1
I would place my custom backgrounds in oobe\info\backgrounds
and now when I came to the logon screen at bootup I would see my custom background
I tried the same with windows 8 and it failed.
Please do not post about the lock screen. I am not trying to set a lock screen desktop here. I am referring on how do you set a desktop background PRE logon