One of the features of the Global Link allows for various bits of content to be added to the games. This content is all stored within your Pokémon Global Link accunt. There are three different types of possible downloads. These are all superficial and cannot be changed within the game themselves. Instead, they are accessed and set within the Pokémon Global Link website. here, you can select which one of the possible features you wish. With this, you can change the background of the C-Gear, the Pokédex and you can get an entire Musical Repertoire.
When you have selected them, click save and your settings will be saved, and when you next sync up with the Global Link, your C Gear and Pokédex will be updated with the images you have selected