The simpliest method is to use GPO.
For example:
1) Run Active Directory Users and Computers
2) In left pane right click on the name of your domain and choose "Properties"
3) Click Group Policy Tab
4) Select Default Domain Policy and click Edit button.
5) In left pane go to User Configuration -> Administrative Templates -> Control Panel -> Display
6) In right pane Enable the option "Disable changing wallpaper". It will prevent users from changing wallpepers.
7) In left pane go to User Configuration -> Administrative Templates -> Desktop -> Active Desktop
8) In right pane you will be able set wallpaper name (option "Active Desktop Wallpaper") or prevent using Active Desktop wallpapers (option "Allow only bitmapped wallpapers").
For more details read explanations of all the options listed above.
Good practice not to change Default Domain Policy. Instead, you should creat a new GPO and link it to domain, site or OU you need.
Best regards!