|You do have anti virus installed I hope!!|
Download and install Superantispyware and scan the computer.
I take it you didn't accidentally right click the background of a web site and select 'set as desktop background'?
In any case right click the desktop and select Personalize. Select the background of your choice.... did it replace the one you don't want?
Computers... designed to entertain,help with work but most of all to frustrate you!