Wallpapers from windows in coherence.

ok, so earlier today, after i realized how parallels does coherence in windows seven, they change the wallpaper to plain white/Grey... well why not just take the OSX wallpaper and set it as the windows wallpaper in windows? i did that wile in coherence mode, and it looks even more like it is supposed to be their, but i think their should be a setting on parallels itself to do that.