How to disable "Set as Desktop background"

For Windows XP Professional Edition:
􀁸 Click Start and then Run. Type "gpedit.msc" without quotes
and press Enter.
􀁸 In Group Policy Editor, go to
Local Computer Policy -> User Configuration ->
Administrative Templates -> Control Panel -> Display
􀁸 Locate a setting named "Prevent Changing Wallpaper".
Double click to open it.
􀁸 Select Enable and click OK.
For Windows XP Home Edition
􀁸 Click Start and then Run. Type "regedit" without quotes and
press Enter.
􀁸 Navigate to the following branch:
HKEY_CURRENT_USER\Software\Microsoft\Windows\Curr
entVersion\Policies\ActiveDesktop
􀁸 Please check if there is the value: NoChangingWallPaper. If
so, please double click it and then change its value to 1
Note: If the value name doesn’t exist, we need to create it
manually (Right click the blank space and choose New ->
DWORD value)
For your reference, you can also copy the following content to a
Text Document, and then save it as a Reg file (such as
NoChangingWallPaper.reg). Then we can double click the reg
file to import the content to registry: