KDE supports a different wallpaper for each desktop. Look for a radio button or drop-down box towards the top or the desktop setting box. Gnome only supports one wallpaper. XFCE and other add-ons like emerald can also take over desktop decorations. I used to be a KDE fan until I tried Mint XFCE 008 beta. I finally stopped "Distro Hopping with this version of Mint. I have this installed on http://www.moddedcomputers.com/64_bit_on_a_budget.htm
I'm really happy with how this mod turned out and am working on my next modded case.