Hi M Weber,

The quickest (albeit not the most elegant) way to accomplish
your goal is to use the Start / Search feature to locate the file
name on your hard drive which is most likely where your other
downloaded desktop wallpaper background photos are as well. :-)

i have the same problem, i also need to change the way
Windows selects the file to get the pictures. i only want
certain pictures to appear on the list after you right
click on the desktop and all that. if you get a reply on
this please contact me! thanks!

The pictures that show up under display properties, desktop are located in
these folders:

C:\Documents and Settings\user name\My Documents\My Pictures
C:\WINDOWS\Web\Wallpaper
C:\Windows\Resources\Themes

Under My Computer scroll down to Shared Documents/Shared Pictures.  If
Shared Pictures is listed, remove it.

TweakUI for XP:  Unchecking  "Lock Web Content" under Explorer to be added
to desktop disables the pictures from being listed.
http://www.microsoft.com/windowsxp/pro/downloads/powertoys.asp

Workarounds:

Create another folder (under your user profile), remove the pictures from My
Pictures that you don't want listed under Backgrounds and in the My Pictures
folder, create a shortcut to the new folder.  Or create subfolders within My
Pictures.

Add Folders to the "Save As" Dialog (Places Bar) Line 117
http://www.kellys-korner-xp.com/xp_tweaks.htm

Disable Default Save As to My Pictures (Line 263)
http://www.kellys-korner-xp.com/xp_tweaks.htm

Add Folder to Start Menu to replace/re-route My Pictures (Line 2)
http://www.kellys-korner-xp.com/xp_tweaks.htm

To use the Regedit:  Save the REG File to your hard disk. Double click it
and answer yes to the import prompt. REG files can be viewed in Notepad by
right clicking on the file and selecting Edit.