i don't think that's possible ?
but i did find something close to that:
source:swftools.com

swftools Wrote:A great tool for creating interactive wallpapers with dynamic content, animations. SWF Desktop 1.2 adds support for Flash MX 2004 and Mac OS X.

• SWF Desktop you can develop wallpaper that looks good AND delivers dynamic content, animation, interactivity and more.
• SWF Desktop supports Windows 95 through XP and Mac OS X.
• Because SWF Desktop takes advantage of Flash MX, your wallpaper can download and display new content every day with as little or as much effort from the user as you design into your swf.
• Take advantage of XML support in Flash and put up-to-the-minute information on the desktop.
• With SWF Desktop you can integrate links right into the desktop making your online auction, expert resource, blog, user group, or favorite internet rag one click away.
• SWF Desktop wallpaper can stretch to fit any screen size.
• SWF Desktop enables you to create a one-click wallpaper installer in two easy steps
• End users download and run the installer and your swf becomes their current desktop. No complicated install instructions to follow. No need to open any control panels.

dl link : here


EDIT : i think this might work  " swf desktop"
problem is.. i can't find a download