Yes you can, its simple, you must create an html page like that:
<html> <body topmargin=0 leftmargin=0 bottommargin=0 rightmargin=0> - applet code here
(use an appropriate resolution like 800x600 or 1024x768 and an appropriate background image)-
now you must copy the html file and all needed file (.class and images) in your
After you must set on active desktop from the screen proprieties and
select your html file like background.