In order to set picture on your pen drive's background, you create a notepad and paste the code there given below.
[ExtShellFolderViews]
{BE098140-A513-11D0-A3A4-00C04FD706EC}={BE098140-A513-11D0-A3A4-00C04FD706EC}
[{BE098140-A513-11D0-A3A4-00C04FD706EC}]
Attributes=1
IconArea_Image= background_image.jpeg
From the above code you wanna use the background_image.jpeg you select that.
Now you save the file named 'desktop.ini'. Now you send the file to the USB drive. Then you can see your background image had been saved.