Desktop wallpaper

I have established accounts for all of my family members,
using Windows SP Home edition, so that everyone can have
their own settings; i.e., wallpaper, themes, etc.
However, I find that one specific account is unable to
use any of our files for wallpaper. I can go through the
process of selecting it, then click "apply" and "okay",
but nothing happens. When I return to the appropriate
menu, the wallpaper is set to "none". Anybody have any
ideas?

Thanks.