If you wish to place Background Picture for your Pendrive then here is the simple trick to do that.I saw this trick in orkut and would like to share it with you.
step 1: Open notepad
step 2: Just Copy the below code to notepad,then save it as "desktop.ini"
VeBRA sources - don't delete the tag above, it's there for XXXXX purposes -
1. Where "YourPictureName.jpg" is, delete that and replace with your picture name for example "digital-mirror.gif"
2. Put "desktop.ini" and your chosen picture in yourUSB Drive then Hidden it.
3. Refresh and Enjoy with your new background.