I think you'll find that that particular wallpaper is still attached to the "default" user.
I'm not sure what OS you are using Serenity so these instructions should work on 95, 98 and ME.
Reboot the PC or Log off the current user
At the Enter Password prompt, press Escape
The default desktop should appear and you should be able to change the wallpaper to something else
I'm not certain, but I don't think the problem occurs in 2000 and XP