I think it depends on the operating system you are using.
If it is just Windows Home Starter, then users are not allowed to customize it by using their personal pictures as background.
To be able to use your personal picture, you need at least a Windows Home Basic, Windows Home Premium version, Windows Professional or Windows Ultimate.
Check the type of Windows Version you are using to know what is wrong by doing this:
On your computer,
1.) Click on start
2.) Click on control panel
3.) On the page that comes up click on Systems and Security
4.) On the next page click on System.
5.) On the new page, Check what is written under the "Windows Edition"
If what is written under it is something like Windows Starter or Windows Basic, then you will need to upgrade your Windows to something like Windows Professional or Windows Ultimate to be able to use your personal pictures as a background.
To better understand this: Click and Check out this link on Microsoft site:Changing Desktop Background
Let me know what you found out.
Good Luck and thanks for using Fixya.