Changing Wallpaper

Here's one I haven't seen addressed anywhere else.

I've changed my wallpapers several times since I've owned this computer (a Dell Dimension L800r w/Windows ME). Recently I changed the wallpaper to something else, but have noticed the old wallpaper still appears during startup and shutdown. I've changed the wallpaper several times since then, but that one image still keeps popping up during startup and shutdown.

What could be causing this all of a sudden and how do I get rid of that without actually deleting the file, which I shouldn't have to do?

If any more information is needed, please let me know.

Thank you in advance.

Regards,

--- Gary