You will need to script this.
When you logon to a TS you can retrieve the IP address of the client. You will need programming skills for that.
http://community.citrix.com/display/xa/How+to+get+client+IP+address+and+client+hostname+using+Terminal+Services+APIThe clientname (the hostname of the PC connecting) you can simply get out of the environment variable %CLIENTNAME%. Much simpler.
As you know the background can be set in a registry key so your script can retrieve the clientname and if it does not match any of the internal computers, you simply do NOT apply a background (get rid of the registry key).
That should work for you.
Cláudio Rodrigues
Citrix CTP