Question : Desktop Wallpaper is not showing

I'm having problems on one of our machines, running windows xp, where the wallpaper does not want to show up.
The background is all blue and when I right click and go to properties, under Theme, I see 'modified theme'. No matter how many times I change it to Windows XP Theme, the background stays blue, and when I go back into properties it is back to Modified Theme.
I also tried going into the desktop tab and selecting any other background but none of them work. I can see the thumbnails and see the way it's supposed to look but the background doesn't change.
I also notice that the windows XP backgrounds like: moon, fish, friend, blue, are not even in the list anymore.

What I've tried:
I tried this solution here: http://support.microsoft.com/kb/921049/en-us - didn't work
I tried also going into the group policy editor and followed instructions to disable/enable stuff there but none of that made a change either.

I cannot use System Restore because I've just done way too much work and changes that would be lost.

I just need to get the background image to show up!

Answer : Desktop Wallpaper is not showing

Next step I suggest is run SFC /scannow from the run command.  Something is most likely corrupt with explorer.exe.