This tweak disable the Internet Explorer wallpaper.

To do this,  follow the next steps:

1. Open the Registry Editor click on the Start button on your taskbar, then click on Run and type "regedit" and click on OK to start the regedit utility.
    
2. Expand HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Policies\ActiveDesktop (see picture 1).
   
   

   Picture 1

3. Create a new DWORD and name it "NoChangingWallpaper". Modify and assign a value of "1" to enable the restriction and "0" to disable the restriction.
    
4. The modifications you made will be in effect after you reboot your PC.

Note: If you don't have the ActiveDesktop subkey, create it.