My understanding is that such an app was not possible until 4.7, so it's not the developers' fault.
Anyway there are 4 or 5. I use Wallpaper Changer by Shao listed above. As PDM states there is a Lite (free) version.
I recall another free one coming out recently, but can't remember its name.
There are also apps by Fabian Heuwieser (username BBA in Forums) and Toysoft (Smiley88 in Forums). I've tried other Fabian apps (CB Launcher and Later Dude! Pro). Never tried Toysoft but they have a great rep.
To be honest with you, all this could be found by a quick Search of this 3rd Party Apps Forum. There's been a few threads in the recent past.
Posted from my CrackBerry at wapforums.crackberry.com
I use Wallpaper Shifter that you can download from Crackberry AppStore for free (just look in the top free apps)
Works very well for me, and i didn't notice any battery drain