Of course, there's Control Panel -> Display, and the Theme tab. But if the theme tab is messed up or something, and the themes are not available, you can install one of these patches from Kelly's Korner. The Luna Theme
is the standard XP theme, and the Classic theme
is the old-fashioned Windows theme from earlier Operating systems.
You have to be able to see the file you downloaded, double-click it and answer yes. Maybe from Safe Mode with Networking?
Have you tried moving your mouse cursor to one side of the screen to see if the background will move?