I cannot tell for sure from your posts if you have any desktop picture up now. There are several causes for this problem -
1. you have been hit with adware or spyware that puts a blank desktop on your computer. It is really web content and not a background. To get rid of it so that you can see your desktop, move your mouse cursor to the very top of the screen, right-click and choose "properties" and then choose the "Desktop" tab and then press the "Customize Desktop" button. Then click the "Web" tab. You should only see a choice for "My Current Home Page." If there is other content in there that you do not recognize, highlight it and click Delete.
2. You have removed spyware and it has left behind a registry entry that will not allow you to change the desktop. In that case, see this
If you do not feel comfortable working in the registry, please let someone more experienced do it. Before making registry changes, it's a good idea to back up your registry first. Read and understand how to back up and restore the Windows Registry from This Microsoft Web Page.
3. Someone has restricted your rights to change the desktop. If this is the case, contact your computer administrator. If it's your personal computer, ignore this.
4. You've got some malware on the system preventing the change. If that turns out to be the case, let us know you're still having problems and we'll tell you what to do next.