You can set the "background image" to an activity by setting android:background
xml attributes as followings:
(Here, for example, Take a LinearLayout for an activity and setting a background image for the layout(i.e. indirectly to an activity))
<?xml version="1.0" encoding="utf-8"?>
<LinearLayout android:id="@+id/LinearLayout01"
android:layout_width="fill_parent"
android:layout_height="fill_parent"
xmlns:android="http://schemas.android.com/apk/res/android"
android:background="@drawable/icon">
</LinearLayout>