http://forums.elderscrollsonline.

com/en/discussion/65704/templar-guide-fromthe-priest-to-the-paladin

If your are using Windows 7, you can prevent changing desktop background
on your PC. Hope the following steps are helpful for you:

1. Login to Windows 7 with Administrator Rights.

2. Type gpedit.msc in the Start menu search box.
3. This will launch Local Group Policy Editor. In the left pane propagate to:
User Configuration > Administrative Templates > Control Panel >
Personalization
4. In the right pane, double click on Prevent changing desktop background.
5. In the Prevent changing desktop background window, select Enabled
option.
6. Click Apply and then OK.

To check whether what you have done is working, right-click on desktop and
choos"Personalize". The option Desktop Background Slide Show will be
grayed out. Also right-click on any image and Set as desktop background
will do nothing.