Please ensure the settings of Active Desktop Wallpaper is specified in Group Policy with the steps below:
1. Click Start and click Run.
2. Type gpedit.msc in the text box and click OK.
3. Under Local Computer Policy, click the following: User Configuration, Administrative Templates, Desktop.
4. Click Active Desktop.
5. Double-click Desktop Wallpaper.
6. Click the Setting tab and click Enabled.
7. Key in the path to the desktop wallpaper to be used and click OK.
For more information, please refer to the following solution in Microsoft's technical support website.
Article ID: 327998
Title: You Can Change Desktop Wallpaper Setting After Administrator Selects "Prevent Changing Wallpaper" Option in Group Policy.
Last reviewed: 23 August 2002