Remove the quotes in the following steps when you actually type to text in.
1) click ‘start’ then ‘run’
2) type in ‘regedit’
3) a scary looking thing loads, on the left there is a few folders named HKEY somethingorother, click HKEY_CURRENT_USER, then ‘software’, then ‘microsoft’, then ‘windows’ then ‘currentversion’, then click ‘policies’, and finally click ‘system’
4) 5 icons should now have appeared on the right (see pic here: http://www.insomniafm.co.uk/upload/files/v2/./userfiles/DjSylva/regedit1.JPG)
5) double click the files NoDispBackgroundPage and NoDispAppearancePage and change their value from 1 to 0
6) delete the file wallpaper REG_SZ
7) close regedit