No automated way of doing this. But you could certainly export a page as an
image, then set that image to be your background. Kinda hacky though.
If you have SnagIt (or if you don't, you might wanna check it out) there is
a free accessory for it called SnagIt notes. You could then use SnagIt to
take a screen shot of your OneNote page which puts a sticky note on your
desktop.
