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On a gnome desktop, you usually do this with gconf, either directly calling gconftool or using the gconf python module. The latter is in the link given by unutbu. The first method could be done like this.
import commands
command = "gconftool-2 --set /desktop/gnome/background/picture_filename --type string '/path/to/file.jpg'"
status, output = commands.getstatusoutput(command) # status=0 if success