I presume you mean change the wallpaper? You can just go into the Theme Switcher (LSTS.exe - link should be in your popup) and change the wallpaper in there.

If you want to have a keyboard shortcut or popup for eg to change between wallpapers in a particular directory, you could try lswchanger.dll (avail from loose-screws.com etc) which you would load by putting

LoadModule "$LitestepDir$lswchanger.dll" in the step.rc file (the one for the theme) with all the other LoadModule lines, then adding
*wallpaper .center c:\windows(or whatever) somewhere below.

Obviously don't forget to put lswchanger.dll in your litestep directory ;)

Add a keyboard shortcut say
*Hotkey CTRL RIGHT !wallpaper .change
in the Hotkeys.rc file and follow the readme file's directions to optimise. :P