I ended up using a batch file to set mine. Mine also requires a reboot to set it

 Code:
@ECHO OFF

:: Paste the wallpaper, desired, due to its extension (type bmp or jpg), for an own folder within it. Do not modify the name of the desired file

copy "C:\files\location.jpg" "C:\files\new\location.jpg"

:: Add the required values ??to the registry, if these people are using a System Wallpaper. If they have always modified their wallpapers, the following lines are not necessary. "They have no habit of hurting themselves, constantly"

REG ADD "HKCU\Control Panel\Desktop" /V Wallpaper /T REG_SZ /F /D "C:\files\new\location.jpg"

:: Modify the following line in the last number to 0 if you want to center the bitmap on the desktop. Change the last number in the following line to 2 if you wish to extend the bitmap vertically and horizontally to fit on your desktop.

REG ADD "HKCU\Control Panel\Desktop" /V WallpaperStyle /T REG_SZ /F /D 2

:: Change to 0 (zero), the last number not to "pave" the image, set it to A (1) will be tiled.

REG ADD "HKCU\Control Panel\Desktop" /V TileWallpaper /T REG_SZ /F /D 0

:: The following lines energize desktop

%SystemRoot%\System32\RUNDLL32.EXE user32.dll, UpdatePerUserSystemParameters

::The following line locks (locks) the workstation (server).

::%SystemRoot%\System32\RUNDLL32.EXE user32.dll, LockWorkStation