This is strange, but I often encounter the whole "last-used wallpaper" display during shutdown, because I too am not using desktop icons. I think this is just a consequence of disabling desktop icons, but I've never had issues right-clicking and changing my desktop wallpaper.

I would recommend changing your wallpaper from a separate application, whether it's an image viewer/editor like IrfanView (which has this "set image as wallpaper" feature) or the little sidebar panel in Windows Explorer, which has the "set as wallpaper" button visible when selecting images.

I'm sorry, but I'm a bit confused about whether you can't right-click when desktop icons are hidden or not. :x If so, that may not be a themes issue, but rather an effect brought on by some malicious application. I am hoping, of course, it would be more of a permissions issue instead of malware.

I think it will not allow you to hide your desktop icons.By just changing your pop up property.

The issue isnt with hiding the icons. The icons are gone when I click the hide desktop icons button, but it changes my wallpaper and there is no way to change it until I show my icons again.Only then does my original wallpaper comes back. And i tried setting a picture as my wallpaper by clicking set as desktop background and it still didnt work. And i can right click when they are hidden. I just cant change wallpaper. When I click properties in the themes and wallpaper tabs it says my active desktop has my real wallpaper enabled and the one that I dont want is no where in the properties dialoge at all

Nvm I found a registry editing file that i can click to disable my desktop and it works. Found it here incase anyones having problems that are similar http://www.kellys-korner-xp.com/xp_tweaks.htm