Changing Windows Wallpaper
Here's another (somewhat less than glamorous) way to change windows wallpaper...
Some windows installs have locked out wallpaper changes from most angles (registry, Display Properties etc.)
But if the file being referred to is editable (and you should be able to see the location of the wallpaper image file in the registry) then you can just replace that.
For example - if the wallpaper file is called C:\CORPDIR\CORPWALL.BMP then try renaming the file. If you can just copy your own BMP image file to C:\CORPDIR\CORPWALL.BMP and logout/login.