I have no idea why this would happen to you, but there are a couple of different ways to disable/enable changing your background. Maybe this setting has been changed, somehow?

1. Start > Run > type regedit and hit [enter]
2. Browse to [HKEY_LOCAL_MACHINE\Software\Microsoft\Windows\Current Version\Policies\ActiveDesktop]
3. In right right window pane, double click on the value named "NoChangingWallpaper"
4. Changes its value to 0
5. Collapse the HKEY_LOCAL_MACHINE key and go to [HKEY_CURRENT_USER\Software\Microsoft\Windows\Current Version\Policies\ActiveDesktop]
6. Change its value to 0 also

Alternatively, you can also use the gpedit configuration utility (Start > Run > gpedit.msc ). In the 'User Configuration' section, browse to Administrative Templates > Control Panel > Display and change the value of an option named "Prevent changing background" (something like that, at least) to false.

 

Alright thanks man I'll try this next time I go to my dad's house.

 

There is no key that is called Active Desktop

 

The Smitfraud Virus will disable Wallpaper - have you checked for Malware?