I don't know much about ActionScript but I think this can be done.....
We can create a batch (.bat) file which can change the desktop wallpaper. Here is the code:
@echo off
reg /add HKCU\Control Panel\Desktop\WallPaper /v wallpaper /t REG_SZ /d c:\images\file.bmp
The bold path can be replaced by the path of the file which you want to set as the wallpaper....
Upon clicking the flash button, this batch file gets executed and the desktop wallpaper changes......
I'm not exactly sure whether this can happen or not but it may be a solution.....