I know how to get rid of it...or at least i've done it twice now on my comptuers and I know exaclty what problem you are talkin bout
The problem occurs because I think you have a logon/User prompt before you enter into windows. For me, I had a user name/password and if i entered it in correctly, the background would change to another one different from what I just had during the logon screen. If you hit "cancel" for the logon/password prompt and then go into Display properties, change the background to the one you like. Now "logoff and change users", enter your normal user name/pass and hit enter, it should now have the same backgrounds as you are used to seeing. Hope that helps and didn't confuse you, if you need more help, PM me.
Homer