Is Active Desktop Turned Off?
2 way to gonna repair.

A.
The inability to change your desktop wallpaper or background, can many times be traced to Active Desktop. Follow the steps below to remove any web objects from displaying on your background.

1) Click on Start, Control Panel
2) Double-click on Display
3) Click on the Desktop tab
4) Click on the Customize Desktop button
5) Click on the Web tab
6) Uncheck any items listed under Web pages
7) Click Ok and then click Ok one more time to close the window.
Restart or log off ..u done.

if not

B.
Your Active Desktop wallpaper should be removed, now try to change your background wallpaper. If you still can't change your wallpaper background, proceed to the next section.

Fix Registry Entry

Sometimes a piece of spyware or adware can change your wallpaper background and won't let you change it back. Generally if you go into the Display Settings and Click on the Desktop tab, the options for changing the background will be disabled or greyed out. Removing the following entry from the registry usually fixes this problem.

1) Click on Start, Run
2) Type REGEDIT and Press Enter
3) Click the plus signs(+) next to the following sections of the registry

HKEY_CURRENT_USER
Software
Microsoft
Windows
CurrentVersion
Policies
System

4) Look for the WALLPAPER key on the right hand side
5) Right-click and Delete this entry
6) Close the Registry Editor

Now try to change the desktop background. In most cases this will solve the problem.

ok