Here's a quick HowTo, the quick and dirty way to get the NASA daily image as your background. For more resources check IStartedSomething and MakeUseOfUs and for some useful troubleshooting tips if you can't get it to work.

Copy this text into Notepad:
[Theme]
DisplayName=NASA
[Slideshow]
Interval=1800000
Shuffle=1
RssFeed=http://www.nasa.gov/rss/lg_image_of_the_day.rss
[Control Panel\Desktop]
TileWallpaper=0
WallpaperStyle=0
Pattern=
[Control Panel\Cursors]
AppStarting=%SystemRoot%\cursors\aero_working.ani
Arrow=%SystemRoot%\cursors\aero_arrow.cur
Crosshair=
Hand=%SystemRoot%\cursors\aero_link.cur
Help=%SystemRoot%\cursors\aero_helpsel.cur
IBeam=
No=%SystemRoot%\cursors\aero_unavail.cur
NWPen=%SystemRoot%\cursors\aero_pen.cur
SizeAll=%SystemRoot%\cursors\aero_move.cur
SizeNESW=%SystemRoot%\cursors\aero_nesw.cur
SizeNS=%SystemRoot%\cursors\aero_ns.cur
SizeNWSE=%SystemRoot%\cursors\aero_nwse.cur
SizeWE=%SystemRoot%\cursors\aero_ew.cur
UpArrow=%SystemRoot%\cursors\aero_up.cur
Wait=%SystemRoot%\cursors\aero_busy.ani
DefaultValue=Windows Aero
Link=
[VisualStyles]
Path=%SystemRoot%\resources\themes\Aero\Aero.msstyles
ColorStyle=NormalColor
Size=NormalSize
ColorizationColor=0X6B74B8FC
Transparency=1
[MasterThemeSelector]
MTSM=DABJDKT
Save the file as “NASA.theme”
Activate the theme. Double-click on the NASA.theme file to launch it. In the Subscribe to RSS Feed? prompt, click Download Attachments.
After following the three above steps, you’ll now see the NASA theme appear on your screen. It will also be stored in the “My Themes” section of your personalization options.
Edit: I changed it to NASA, but I'm not sure if the RSS feed works like this, alternatively you could load up a feedburner link.