Cannot Change Background

I tried everything I can think of to change the desk top back ground but it just stays the same- Windows 7- picture. So not sure what to do now or if it is a fix from microsoft that has to be done? I did follow all the right instructions to do the change but with no change. The Theme will change when I click on it but not the back ground. Read tutials and treads and made sure I was doing it right and all settings were right but still no good!! It really isn't that big of a deal but if it's suppose to work why not on my brand new computer and operating system?

My question is why doesn't the right click on the desktop -persnoalize- and then using one of the backgrounds there or a downloaded background from their site work just to set it as the background. I'm not using any of the pictures from my personel picture files, so I don't have a path to give it! But thanks for the info if I decide to do use a personel pic! I think that it has to do with permissions not being right but can't figure if I'm doing it wrong or there's a glitch in my system that won't let it stay that way when I ask it to!!

OK when I just open one of the pictures for background and right click on it it gives me this message- This image can't be set as wall paper. An internal error occurred!

Now this is from the pictures when you go to personalization screen and then this box/ window opens that has-- My Themes, Areo Themes, Basic and High Contrast Themes

OK thanks- is that better than the one that I have in my AVG paid version?

Not that one- AVG is a anti virus program that has a PC analyzer in it's program, but will check out this one also with my IT man. I get kind of scrared when it comes to them telling me to delete things on my computer and not know for sure!