Ok, I re-read your posts and I see that I missed the boat by a long shot. I had installed AutoIt on my co-worker's machine and I am testing this. Here's what you need:
<begin turn_radio_on script>
Run,sndvol32.exe
WinWait,Volume Control
WinActivate,Volume Control
Send,+{TAB}
Send,{SPACE}
Send,!{F4}
Run,rundll32.exe shell32.dll\,Control_RunDLL desk.cpl\,\,0
WinWait,Display Properties
Send,!b
Send,C:\\path\\to\\image1.jpg{ENTER 2}
MsgBox,0,Radio Tuner,Press ESC to exit
; This part runs once you press ESC and it mutes Line In and changes your wallpaper again
Run,sndvol32.exe
WinWait,Volume Control
WinActivate,Volume Control
Send,+{TAB}
Send,{SPACE}
Send,!{F4}
Run,rundll32.exe shell32.dll\,Control_RunDLL desk.cpl\,\,0
WinWait,Display Properties
Send,!b
Send,C:\\path\\to\\image2.jpg{ENTER 2}
<end turn_radio_on script>
Now you just need to change the paths to fit the images you want. Make your you insert double backslashes (\\) instead of singles. It's part of the AutoIt syntax.
Oh, and I know that little message box with the Press ESC to exit msg is not the nicest, but hey, it gets the work done.
Hope that helps, but let me know if you would like to change any of it.