OS X :: Setting Desktop Backgrounds - Browse Files Within Finder

I have only been a Mac user for about six months now but there is a problem I can't figure out (maybe it can't be done). Is there anyway when you are browsing files within Finder (or viewing a picture in Preview) that you can select a photo and have it immediately become your desktop background. I know in Windows I was always able to do this by just right clicking on the file and set background was an option. The only way I've found to set the background on my Mac is to right click on the desktop and then choose the "Change the Desktop Background" option and do it there. I can also do it within iPhoto or Picasa. But quite often I'm just browsing through my files in Finder and I run across a picture I'd like to use for my background. Surely if you can do it in Windows you can do it somehow in Mac OS.