Windows Vista Can't see my wallpaper!

[nb065q]

I use my own pictures as wallpaper, but everytime I try to set them as background I get a blue screen with all of my icons...no picture! The weird thing is when I shutdown my computer the picture ends up popping up! It's like there is a blue cover over my wallpaper pic. How the heck can I get rid of this?

 

[Celestra]

What kind of anti virus do you have ? I need to know because there is some phony anti virus out there delivering a Trojan Zlob on people. It plays with wallpaper an installs a blue background.