Make Your Own Themes with your photos:
This is for Windows 7:
It's quite easy: Just open the Personalization window and click Desktop Background. Now, select the photos you want to include in your theme. Keep in mind that you can't include photos from more than one folder at a time, so if you have photos in two or three separate folders, you might want to copy them to a single location and then browse for that folder.
After you select your photos, set the duration of the slideshow. You can have photos change as frequently as every few seconds, but personally, I find that tiresome. I suggest every hour or two. Click Save changes.
You will see a new theme at the top of My Themes. It will be called Unsaved Theme. If you want to keep it, right-click Unsaved Theme and choose either Save Theme or Save Theme for sharing. If you want the theme on your own PC only, then choose Save Theme and it will appear here, in My Themes, with whatever name you specify. If you want to share the theme with others, choose Save Theme for sharing, and then name the file. Save it somewhere you can easily find it--like the desktop. When it's done, you can give that file to other Windows 7 users. All they need to do is double-click the theme file, and it'll be added to their My Themes collection as well.
Of course, keep in mind that the more photos you include in your theme, the larger the file will be. That's not much of a concern if you're only saving the theme for your own PC, but limit the theme to a dozen photos or so if you want to share. I made a theme with 100 photos, for example, and it ended up clocking in at about 23MB--way too big to e-mail.