Becky, hello.
I guess u are using win98. If so your problem could be that the "active
desktop" is active.
If you put a .jpg or a .gif picture as background the "active desktop" is
automatically activated.
Why you see your old picture when windows is starting is because your new
picture is over the other. To get rid of the old one follow this steps.
1- Right Click on the desktop ---> Active Desktop ---> Show Web Content (or
something similar)
2- You will see the new picture dissapeared and the old one came up.
3- Change the old picture for a black background or something (this will be
what will came up whem windows starts or CTROL+AlT+SURP is pressed).
4- After changing the old background repeat step one for the new background
to reapear
I hope this will solve your problem