A seemingly pesky problem that I have a seen a couple of times with fresh installs of Windows 7 is the black background that displays despite what background is set under the personalization settings. In playing with this, even setting the background forcibly with a local policy setting has no affect on the black background continuing to display.
Add the following registry key as a String value if it doesn’t exist:
In the “Wallpaper” string value, you will enter the value for the desktop wallpaper:
For example: c:\\windows\\web\\wallpaper\\somewallpaper.jpg