Hello Ace,
Double check using the tutorial below to help make sure that you have the desktop slideshow setup properly by checking the box of more than one image you wanted to select.
Desktop Slideshow
If you do have it like in the tutorial above and still do not have
Next desktop background in the Desktop context menu, then see if the tutorial below may be able to help restore it.
Next Desktop Background - Add or Remove from Desktop Context Menu
If none of the above helps, then please post back with
screenshots of anything that is different for you than what's in the tutorials.
Hope this helps,
Shawn