Hello alyn21
Do you mean that you set it as the wallpaper and now you cannot change the wallpaper?
What happens when you try to change it in Display Properties?
Have you recently cleaned out any nasties such as SpySherrif? This seems to be one of the main causes of the problem.
Have you seen any security alerts in the taskbar stating that there are various security risks with your computer?
Here are a couple of things to try, but if they don`t work I think you may have some sort of malware.
Right click Desktop/Properties/Desktop/Customise Desktop/Web
Uncheck anything in the white box entitled "Web Pages"
Also uncheck "Lock Desktop Items".
Click OK
"Apply".
If that does not work go to
http://www.kellys-korner-xp.com/xp_tweaks.htm
Line 142 right hand side
Save the REG File to your hard disk. Double click it and answer yes to the import prompt
.