I found out what it was I needed to make my copy of windows genuine.
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Maybe the original file disappeared. Try saving the file to a location you have access to all the time (like in your My Documents folder) and make sure Windows knows to use that file.
It's a picture from My pictures and hear it is.
Are you using more than one profile?
There is an ini file where the name and location of the wallpaper is located. If that file is corrupted by accident or malware you could loose your wallpaper. That would be a good "prank" without doing any real damage.
How do I fix the ini file?
Just reset your wallpaper to whatever you want it to be. Windows will add that the the ini file as needed.
But it disapears over and over and over again.
Numerous things can turn off your wallpaper -
a remote desktop application like vnc or rdp connecting can remove it to reduce bandwidth.
Your local (presumably windows) profile doesn't save the wallpaper.
Your windows profile is corrupt and not loading again.
Someone is pranking you
You have a program using the desktop as a directview display (like video desktop from windows media player, etc)
The wallpaper file is stored in a temp folder that gets deleted? Save the picture to your documents folder, then set it as wallpaper from that location to ensure the file isn't the issue.