Have you, by chance, a plain (simple) color for your desktop, rather than a design or picture?
If so, it is a long term bug in Windows 7. But you can fix it like this (May also do the trick with any delays due to the wallpaper):
The hard way!
I have found that this is because the Windows 7 default is not correctly addressed. But this is what I have found works for me.
If you are selecting the picture from the windows offers, you will find them all in Windows - Web - Wallpaper. Otherwise, select the one you want, from whatever source you personaly are using. You can touch it up, or whatever you wish to do, with your favourite graphics program.
When you are ready, copy it and paste it into a temp folder. Rename it TranscodeWallpaper.jpg
Now go to Users - username - Appdata - roaming - Microsoft - Windows - Themes
Rename the file there as TrascodeWallpaper1 (or similar) .jpg. Copy you new chosen wallpaper to the folder. Log off and on and you should find the delay has gone.
Windows is now seeing it as it's default path.
Or, if you are happy editing the registry
Type regedit in RUN or startmenu search box and press Enter. It'll open Registry Editor.
Now go to:
HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows\CurrentVersion\Policies\System
In right-side pane, create a new DWORD value DelayedDesktopSwitchTimeout and set its value to 5
Or:, even easier. You can apply the reg fix with the attached script. Change the type from jpg to reg. I onæy changed it to upload it. Run the reg and it will apply the changes automatically. Reboot and see what you have.