On one of the W2K Pro work stations in our office, there is one user profile that will always default to a black wallpaper. I can go into destop properties (rt clk on the desktop, selecting "Properties", etc.), select any other listed wallpaper, (even "Preview" the wall paper), and then clicking on OK or APPPLY, when I return to the desk top, it will be black. If I go back to Properties, Desktop, background, etc., "None" will be the selected wallpaper.
In any other profile, the wallpaper works fine.