Desktop Background Picture Not Visible

I have changed the background picture on my desktop by right-clicking on the
desktop, selecting "Properties", selecting the "Desktop" tab, browsing for a
photograph, and selecting "Apply". The picture appears on my desktop, but
after running a few applications, it disappears. I can only see it briefly
when I shutdown or reboot my computer, only to disappear again when Windows
starts. I have tried several different picture files... all have the same
behavior. Any suggestions?