How to have an animated background?

I want to know if i can have something like a moving picture as my background. Or like a video that endlessly repeats itself. Gif, picture, video i don't really care haha. I was wanting to put this as my background

http://www.mediafire.com/watch/a35zxikf2x0vgmf/Lucian.wmv

i just think it would be freakin cool and it'd be great if someone could help me xD

if it helps to know, i have a lenovo laptop and windows 8. Just ask if you know how to help but you need more info!

Yes