Verified answer

Try saving the picture you want to use as a wallpaper somewhere and then picking the picture as your wallpaper from the control panel instead of right-clicking and picking "Use this picture as my wallpaper."

Go to the 'Control Panel' and pick 'Display' and try to change your background from there. Or just right click on an empty space on your desktop and pick 'Properties'. Either way gets you to the same place. Then pick the Desktop tab and look for your wallpaper image file with 'Browse'.

You might have a program in the background which is either clearing out the wallpaper image or resetting your desktop. If you've installed a program that deletes files automatically or manages your desktop, you should check its settings.

I haven't heard of this kind of problem before. Try going to the directory where the wallpaper is, open the properties and set as desktop background. This may solve the problem.

Is the picture too small? That could be why. If you wanna find a wallpaper, then you should type whatever you want in but set the search settings to "large image" (on the left side) then that should work possibly