This is what's in my script, that worked some versions of NSIS ago.
It fails on the BGImage::Init... line.
Function myGuiInit
# the plugins dir is automatically deleted when the installer exits
InitPluginsDir
File /oname=$PLUGINSDIR\bgimage.bmp "c:\temp\work\bg.bmp"
BgImage::Init /NOUNLOAD /FILLSCREEN $PLUGINSDIR\bgimage.bmp
FunctionEnd