Win desktop theme won't stick

This is my process:
1- R-click on desktop --> Personalize
2- Click on 'Desktop Background'
3- Click on Browse: Choose folder with multiple pictures in it (It only allows folders and not files anyways)
(Make sure all photos are there and are checked)
4- Click on and Choose background color
5- Click on and choose to shuffle and change photo ever 10 seconds
6- Click on Save Changes
Regardless of the following steps (if done or not the results are the same
7- Click on 'Window Color' and choose color and uncheck 'enable transparency'
8- Save Changes
9- Click on 'Unsaved Theme' just created and give it a name

The result is that only one photo shows up on the desktop and never changes. Where did I go wrong? I want all the photos in the folder to show. Is this not what I did?

A Guy said:

See if you follow these instructions precisely

Desktop Slideshow

A Guy

Thanks "A guy" --love your name BTW
Yup, done to the T. The instructions given on your link are exactly the same as those I wrote. The link gave extra info at the end and the settings they suggest there re: "Advanced Power Plan Settings" were already set as such in my case ("Slide show: available'').
Also of interest is step 13 which says: "You can now also right click on your desktop, and click on Next desktop background to change or scroll your desktop background to the next image....."
I get no such option if I R-click on my desktop which explains perhaps why things aren't working the way they should.
I would guess then that some setting in my PC is over-riding this.

Pintree3, have you ever built a theme from scratch?

A Guy / Hermitt43 thanks
From scratch? I thought that is what I was trying to do. Following the instrcutions I gave or the ones given to me that is what I thought I was doing. As to testing my system. So far I have done this:
1-a) HD Diagnostics diagnostics/repair
Does not exist for my drive (840 EVO SSD) and Samsung Tech, said according to their Q&A and my having tested things before that all is OK.
b) Disk Check (Chkdsk) all is OK
2-RAM tests--will do so tonight while I sleep.
3-Cabling--all are well plugged and also going through an expensive Battery operated surge protector.
Did not feel a need to start swapping and unplugging hardware since this too was done a few weeks ago.
4- Core Temp 1.0 RC6: all seems good. also: Dusted with a blower often, so dust not an issue
5-/6- Check for infection. I am very careful as to what sites I visit, what link I click on and what I download BUT do this regularly as well--so no issues here either.
7- Establish a Clean Boot by un-checking everything in msconfig
Well this is a funny one since, as we all know this is where the problem is.