I'm not sure about OS X 10.6, but in case someone googles and finds this, here's a solution for OS X 10.9
1. Open "System Preferences"
2. Choose "Keyboards"
3. Click the "Shortcuts" tab
4. Go to "Services" on the left sidebar
5. You should find "Set Desktop Pictures" there, click and assign shortcut key you want for it, but beware many shortcuts wouldn't work as they're already assigned by default. You can try T (control+option+command+T) as it should work, for instance.
Now you can just select a picture (while browsing using Finder) then use the shortcut you assigned!
Hope this helps.