Hello SLoPpy, and welcome to Vista Forums.
This sounds like the work of malware. I would strongly recommend running a very thorough antivirus and spyware (ex:
Spybot Search & Destroy) scan to help clean your computer.
You might see if a
System Restore using a restore point dated before this problem can restore your computer back to normal. I would then run another scan afterwards to be extra safe.
If a System Restore does not help, then these tutorials can:
Enable Control Panel: Control Panel - Enable or Disable Enable Desktop Background: NOTE: You should be able to change back to a DreamScene afterwards.
Desktop Background Wallpaper - Prevent Change Enable Screen Saver: Screen Saver - Add or Remove Option
Hope this helps,
Shawn