like i said, it sounds like the logon wallpaper.
http://www.microsoft.com/windowsxp/d...powertoys.mspx is a link to some powertoys, you want tweakui to alter it.
You can find out what the filename is from that if you wanted to as well, and use that to set the desktop wallpaper in the regular manner (via control panel, display, etc)
Alternatively you could use something like picasa to scan your hard disk for image files, and find out that way