Shortcut2 recognize right-clicks [shortcut2 / ilmcuts / 2002-11-29]
*Shortcut "caption" x y image.bmp .none .none #0 [leftclickcommand][rightclickcommand]

But,
- If you use Layercut, you can have real transparency, right-clicks, mouse-in/out...
- as DeViLbOi said it: use a wallpaper manager (LSWChanger); it's the best way, I guess