go to windows explorer folder in task bar and open it. Once opened, in left pane look for computer and C: and click on it. Scroll down until you find the windows folder and open it. Then scroll down until you find the Web folder and open it. Then you should see your wall paper folder, open it and choose a folder or create a new one and then drag and drop your saved themes into that folder. Then change your background and see if your new additions are there.