You should be able to do that..
First make a new display, and create your graphic on it. Enclose it in a full display sized box to make things easier (send the box to the background).
Then highlight everything, and group it all together.
Once grouped, control-c and copy the image.
Now go to another page, and paste it on top of everything.
With the graphic still highlighted, go to the edit menu, and select "Wallpaper -> Convert to Wallpaper". Save the display, and re-open it. The wallpaper image should be fixed, uneditable, and underneath everything else on the display.
Note - this can be amazingly fun to do if somebody that doesn't know about the wallpaper option is trying to edit the display later.