>I added a bmp file to the _screen.picture and it looks great when the application is run. But when the user runs another program, the bmp image in the background changes strangely (ex., weird colors, blank holes, etc...).

This is a result of using palettes on 256-color systems. Your image uses one palette; another app's uses another. About the only way I know to totally solve this problem is to use 16-color images that use only colors from the Windows standard palette.

On the other hand, since this behavior is seen with all apps that use 256+ color images, you might just not worry about it. Users will expect it.