Hey, I would also like to share another tool with you, since I was looking something like this before. I think it has been introduced here at DonationCoder before, but just a heads up!

It is called "Custom Desktop Logo" and it pretty much does the same thing, but without window borders and such, this feature was an answer to my need. Everything is controlled by settings in task bar. Check it out if interested:
http://customdesktoplogo.wikidot.com/