If you are using relative paths as filenames like
this.imgBackground.Source = "filename.jpg";
then these files must be in the same directory as the .exe of your program is. One workaround would be to use absolute paths like
this.imgBackground.Source = @"C:\MyFolder\MyProject\filename.jpg";
Or, even further use the packaging mechanism of WPF or pack your images as resources into your assembly. Look at this thread.
EDIT:
For your clarification:
The Source
-property demands an System.Windows.Media.ImageSource
-object, which you must provide.
Do it like this:
BitmapImage bi3 = new BitmapImage();
bi3.BeginInit();
bi3.UriSource = new Uri("filename.jpg", UriKind.Relative);
bi3.EndInit();
this.imgBackground.Source = bi3;
Please refer to this documentation here.