Alternatively, you can also do this from the charms bar when on the start screen. Tap the "Settings" charm, then "Personalize." The last pattern should be your desktop wallpaper; select this to make your start screen use your current desktop wallpaper for the background. You can also still select colors to be used on the Modern UI menus and logon screen.
Also, if you have your desktop is set to rotate through a series of wallpapers, the start screen will also rotate through the same set, in sync with your desktop.