If you want to quickly change your desktop picture to a random image you have somewhere on your Mac, you can simply drag that image into the desktop image preview panel in the Desktop tab of the Desktop & Screen Saver System Preferences panel (see image at right). I find this much easier than adding a folder to the list and scrolling through to find the photo you wish to use.
[robg adds: This older hint referenced a simple app you could use to do this for you -- drag and drop to the app, and the desktop image was set. It doesn't appear, however, that the app is available any longer. I also thought we had this method documented here already, but I couldn't find it, so here it is!]
Mac OS X Hints
http://hints.macworld.com/article.php?story=20060811151218467