With XP you could set a web page as the background for the desktop while Vista instead seems to support a larger variety of image file types. You no longer see the divisions with a customize button like seen with XP. You would likely need to have an animation program set in the registry to display as wall paper to see it work in Vista.
You could dry deskscape, it's a 3rd party dreamscene-ish program. I don't know exactly what kind of files it uses though, but there are plenty of videos online for it.
Here's another called MediaFire that will make screensavers into wall paper with the download for the zip file at http://www.mediafire.com/?9wnjbyrmxgu