Problems with changing desktop background

I used to be able to change desktop background with an image from the internet by clicking "Set as desktop background" without having to save the image first. However, recently, it just stopped working. The "Set as desktop background" window will still pop up, but I can't click the bottom at all. If I want to change the background with an image from the internet, I would have to save it first.

I'm using Vista Home Premium 32-bit.

Does anyone know how to fix this?

Thanks!