[activoice]

I did this by creating a seperate folder on my C drive that contains the background images I want to use.

Then go to

System
Settings
Skin
Background Customizer
Select Videos from the dropdown (Edit background media for type)
Multi Image
Then browse to the location of the background images you want to cycle through, and it will flip through them.

If you want different ones for music, then select Music in the dropdown, and you could put images of your favourite artists in a separate folder and do the same thing.

Edit - this is the way I do it with the Out of the box confluence skin (not sure if it's the same way for all skins or not)