Why on earth would you want to do that?
I'll give you two possible solutions:
1. If you have an "enter" page, you could trigger loading the background image there. Code usable to "preload" an image on another page could be as follows:
HTML:
<img src="my_image.jpg" style="display: none;">
2. Create a page with nothing on it, just the background image. Then use JavaScript to change the contents of the page when the page has loaded (body.onload). (Or use JavaScript to change the location to another page, using window.location.)
But seriously, why do you want to do this? Perhaps there are better options than preloading the background image.