Windows PowerShell
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PS C:\Users\Love> cd /..
PS C:\> wget http://gp.dittlau.se/mylittlepony.jpg -OutFile "C:/Users/Public/mylittlepony.jpg"
PS C:\> Function Set-WallPaper($Value)
>> {
>>  Set-ItemProperty -path 'HKCU:\Control Panel\Desktop\' -name wallpaper -value $value
>>  rundll32.exe user32.dll, UpdatePerUserSystemParameters
>> }
PS C:\> Set-WallPaper -value "C:/Users/Public/mylittlepony.jpg"
PS C:\>