Yes you can. The w200i supports SWF-files see for details:
Sony Ericsson W200 Reviews - Free Sony Ericsson W200 Themes - SonyEricssonW200 Mobile Phone
You can find lot of flaskh wallpapers at:
4shared.com - file sharing network - free file search
Just find you favorit wallkpaper and then use the PC-Suite to move it on your phone
Best regards