If it is on que folder wallpaper i was thinking that this was setting automatically.

You've got a couple of choices for wallpaper modules. Litestep Wallpaper Changer, LS Wallpaper, LSWallpaper (they're different apparently), miniwall and uwall. Having never used any of them, I can't tell you if they're buggy or even compatible with the newer versions of litestep.

Alternatively, I'm pretty sure you can set the theme to change the wallpaper on it's own by editing the appropriate theme.rc file.

theme.INI file

It should also be mentioned that if you're doing this for a theme you plan to distribute, alot of people get annoyed by themes that change their wallpaper and system colors. Including the option is nice but having it do so by default is bound to make people mad at your theme.

Thanks to sryo for the correction on the file name.

Thanks for this explanations!
I begun to make a theme and just begin to know that it's not easy as i was presuming. Plus a bad english.