|1st; I guess you aren't the admin.|
In that case, you have to ask the admin, to grant admin rights to your user account.
Btw. nwadmin can normally be found at sys:\PUBLIC\WIN32\nwadmn32.exe.
This I guess, woun't really help, because if you have simple user rights, you may have a look into the user management, but you have no rights to make any changes.
2nd: Why would one have different wallpapers on every computer or better, why would one have any wallpaper on a computer? Is this necessary for work?
3rd: I guess, you only can access the internet via proxy. If the proxy server is configured as a tranparent proxy, every traffic through the internet port (HTTP port 80, FTP port 21 aso.) will be captured by the proxy and may first run through a filtering system.
So no chance at all.