When I right click on my desktop and choose on "Personalize," there's a pop-up that says "Application not found"

When I go to Control Panel and choose "Change desktop background," and choose a picture and click on "Save changes," the desktop background remains the same.

How can I fix this?

*****Edit******

My Windows copy is genuine. I was able to change my background in the past. I really don't know why I can't right now.