If the desktop wallpaper appears blank and if you get a blue screen instead of it(even after you had set up a wallpaper), you will just have to make a small modification to make sure that your desktop is back to normal again.
Right click anywhere on the desktop and then select properties.
Go to the display tab and then click the Customize desktop button.
In the resulting window, click the web tab.
Under WebPages, make sure that all of them are unchecked.
Apply the changes.
Now your desktop should function as normal. Try changing the wallpapers and check whether the changes are applied properly. Good luck.