Hello Axel, and welcome to Seven Forums.
The Oceanis program must be running for it to work and keep your wallpaper changed to what you selected. Whenever the program is closed, the wallpaper will default back to the default Windows 7 Starter wallpaper.
It sounds like Oceanis may have been removed from running at startup, and you adding it back to the Startup folder would have course fixed this. By default when installed, Oceanis is set to run at startup and run in the background unless changed or removed.