Holy cow, I wrote a book!
Buried in the theme file documentation
a section called [Slideshow]
which lets you control the source for images that are used
when you put the desktop wallpaper in slideshow mode.
And a bonus feature hidden in the [Slideshow] section is
the ability to draw the images from an RSS feed.
After creating the .theme file, double-click it and it will be added
to the list of available themes.
One thing about the RSS feed is that when you first set it up,
it'll probably take a while for the initial images to download.
You don't get any feedback that the images are still downloading;
they just show up once they're ready.
So don't freak out.
Well, okay, if the images have already downloaded and you still
don't see them, then maybe you can freak out.
(Did you remember to select the theme after you added it to the list
of available themes?)