I'm running Lucid and OpenBox, also I dont use gnome-settings-daemon. I really want to set a background and gtk theme + icons for GDM2. I have been through the gonf settings, for example,
sudo -u gdm gconftool-2 --set --type string --set /desktop/gnome/background/picture_filename /usr/share/backgrounds/ebrit.png
If it is relevant my arch is armel. If my gconf command should have changed my GDM background, please let me know it was correct.