for this you will need Ifile to do it
1)Open i file and go to Var/mobile/Media/DCIM and finde picture that you like and rename the picture to SMSBackground.png and save it.
2)Using File go the the picture that you just save it should be at the same folder DCIM at the end of the folder , and than use the Ifile "Edit then CUT....
3)Now go back to var/stash/Themes and then press Edit and symbol + to create the Folder that needs to be named
SMS Wallpaper and then put the picture that you CUT SMSBackground.png save it thats it
4)Now just use Winterboard to apply the change and you should be good to go brother