Call I make a Set As Wallpaper menu item appear for images?

1. Right-click on an image and choose Customise Menu....
2. Drag Wallpaper (version 2.1 or later) to it.
3. Right-clicking on another file of that type will show a Wallpaper menu item which sets that image as the backdrop.

Using SOAP

You can also use the SOAP method (see the manual for ROX). You can make a small script that takes a file argument and call ROX to set that image as background on the pinboard. You can't use the rootwindow for background, the pinboard is actually one big window that covers your desktop!

Example script (untested, but should work):

#!/bin/sh
rox --RPC << EOF
<?xml version="1.0"?>
<env:Envelope xmlns:env="http://www.w3.org/2001/12/soap-envelope">
 <env:Body xmlns="http://rox.sourceforge.net/SOAP/ROX-Filer">
  <SetBackdrop>
   <Filename>$1</Filename>
   <Style>Stretch</Style>
  </SetBackdrop>
 </env:Body>
</env:Envelope>

EOF

Change the Style element to your prefered mode (Stretch, Scale, Center, Tile), make the script executable (chmod +x scriptname) and put in in your ~/Choices/SendTo/.image and it should show up when you shift-rightclick on an image. Though it will not show up at the top of the file menu when right click, if you want this you will have to choose Customise Menu from the top of the File menu (ROX-Filer 2.1.0 or later required).