When you open personalize and see the picture list, you also will see a box above the pictures from witch to choose a background. Look immediately to the right of the box at the box labeled "browse". You click it and then navigate to the usb drive and open it.
Click on the picture you want and save and exit. However, you have a conflict . You say you do not want to download it to your hard drive.
With a storage unit, when a file is moved, it is actually transferred. When it is copied, the original file stays on the source storage unit and a copy of it is transferred(written) to the destination-perhaps a hard drive. In your case if you are using the usb drive as the source for the background, you will have to keep the usb drive inserted all the time to display the picture.
When you pull the usb out, the background will be lost. I have written all of this to explain how it works because you say you want to move a picture to the background without it being on your hard drive. Pictures are NOT MOVED to the background, the program goes to the area where they are stored and it displays them.
They stay where they are on the hard drive or on a sd card or usb drive. Good Luck.
As soon as you take out the flash drive, even if there was such an option, you would have no background. Just copy it to your computer.
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