If you like a certain desktop wallpaper and don’t like anyone (kids, friends..) to change it, then you have to Make your desktop wallpaper image permanent. This can be done easily.

To make a particular desktop background permanent, go to Run or search in Vista/7 and type gpedit.msc. Under it, open User configuration >Administrative Templates >Desktop >Desktop >Desktop Wallpaper.






Select ‘Enabled’ under Desktop wallpaper and specify the location of the image or wallpaper that you want to make permanent. e.g. (F:\HD WIDESCREEN\MAD_Scorpion.jpg)

The wallpaper you specify can be stored in a bitmap (*.bmp) or JPEG (*.jpg) file. You can also specify that the wallpaper image be centered, tiled, or stretched.

Note: You will notice the changes after restating or logging off the windows.

Now no one can change your desktop background except you 

If you disable this setting or do not configure it, no wallpaper is displayed. However, you can select the wallpaper of your choice.