I don't know if this will work but I was getting annoyed because my boyfriend had a picture of his ex girlfriend as his shut down screen and when I was fiddling about I accidentally changed his desktop background picture to me. After some more fiddling, I shut the computer down to see if anything had worked and MY face came up, not hers! I think it relates to the last picture you had as your main deskop picture. My boyfriend has a plain black desktop screen and even after I changed it back to being that, and not me, the shutting down picture was still of me.
I hope that made sense for you...
The fiddling I did was:
Click on "start" then to "run" then typed in REGEDIT.
Navigated to "HKEY USERS"
then "Control Panel"
then I changed "TileWallPaper" to 1
and "WallPaperStyle" to 2.
Not quite sure what that did but it all worked out ok for me.