Run it and change your desktop wallpaper to "Bing's Image of the Day". Tested in Win7

Bing.py

from requests import Session
from os.path import join
from os import getcwd, remove
from PIL import Image
import ctypes

URL = 'http://www.bing.com'
PATH = getcwd() + '\\images'
SPI_SETDESKWALLPAPER = 20


def main():
    with Session() as session:
        # Get Bing.com html text
        html_request = session.get(
            URL,
            headers={
                'User-Agent': 'Mozilla/5.0 (Windows NT 6.1; WOW64) '
                + 'AppleWebKit/537.36 (KHTML, like Gecko) '
                + 'Chrome/43.0.2357.124 Safari/537.36'}
        )
        html_text = html_request.text
        print("Status = {status}".format(status=html_request.status_code))

        # Get image url
        text = html_text.split('g_img={url:')[1]
        text = text.split(',')[0].replace("'", "")
        image_url = URL + text.replace('_1366x768.jpg', '_1920x1080.jpg')
        __forbidden_chars = [" ", "\\", "\""]
        image_url = ''.join(url_char
                            for url_char in image_url
                            if url_char not in __forbidden_chars)
        print("Image url = {img_url}".format(img_url=image_url))

        # Define filename and folder
        fname = image_url.split('/')[-1]
        image_path_dload = join(PATH, fname)
        image_path_desktop = join(PATH, fname.replace('.jpg', '.bmp'))
        print("Filename = {filename}".format(filename=fname))

        # Download image
        img = session.get(image_url, stream=True)
        with open(image_path_dload, 'wb+') as file:
            for block in img.iter_content(1024):
                file.write(block)
        print("Path = {dir}".format(dir=image_path_dload))

        # Convert .jpg to .bmp
        Image.open(image_path_dload).save(image_path_desktop)
        print("Image converted to bmp")

        # Delete .jpg version
        remove(image_path_dload)
        print("Delete jpeg image")

        # Set as desktop background
        success = ctypes.windll.user32.SystemParametersInfoW(
            SPI_SETDESKWALLPAPER, 0, image_path_desktop, 3)
        print("Success = {success}".format(success=success))

if __name__ == '__main__':
    main()