I started off by going into vghd/Data/backgrounds/fond_hustler_02 which is the background featuring the club picture with stage. I then trimmed this picture so the stage was cut in half to provide a good base and after cropping set the picture to my screen pixel size, in my case, widescreen 1280 x 800 as per the attached picture.
You can determine your own screen size by investigating your own control panel.

Having achieved a "club background" to fit my screen, I then right clicked on my wallpaper, selected "View" and de-selected "Show Desktop Icons". This clears the icons from the screen leaving a blank screen.

Select the modified club scene from wherever you have saved it, right click and select "Set as Desktop Background"

Now you should have the club scene with your ladies performing on the stage in front of you, settle back on your sofa, a beer in your hand and you are in your local strip club!