You can do this with collage software as John Inzer suggested.
You can use this one on a trial basis:
http://www.lumapix.com/pages/products/ProductsOverview.shtml
These collage softwares are print oriented, but with the above you can
change the "page size" to "pixel size".
The trick is to fit your collage to your screen size. Right click on your
desktop and click on Properties and then the Settings tab. You screen size
will be there. It will be something like 1280 x 1024 pixels or such numbers.
After you select the pictures you want (try 4 pictures first and all of them
landscape and with the same aspect ratio) you then select the size you want.
Enter your screen pixels size. Then you click on File and Export so you can
save your collage as a jpg file. You then select this file for your desktop.