Several KDE programs and utilities use the KNewStuff API to provide access to fresh content over the Internet. If you wish to have more control over the content, you can alter the URLs used to access this content.
For example, if you edit .kde/share/config/kdesktoprc you can change the URLs that Get New Wallpapers queries for wallpapers. You could provide your own wallpaper feed entirely, or provide a filtered view on the kde-look.org wallpaper feed.
The file README.knewstuff in the knewstuff directory of the kdelibs sources explains where you can get more information on the file formats used.
You can also use Kiosk to lock this setting against meddlers.
An example of what you should be looking for in the above file:
Other applications which use KNewStuff in KDE 3.5: