Please do not use gifs or other large file formats as your background images. Although Window Maker does now include .gif support, most backgrounds (unless they are small tiles) are at least 640x480. and this makes for a huge gif file, generally in the 1meg+ range.
The same file as a .jpg could be as much as 95% smaller or more!
(also see here for another good reason not to use GIFs),

Also when using an image as the Background, if you choose to remove the file extension, please include the file format of it in the .lsm for your theme. See here for an example readme.lsm file.