Normally when this happens it means that the entries telling windows to use active desktop or your jpg or bmp image of choice as wallpaper have been lost; the file exists just no direction to find it.
Normally the first thing to do is right click desktop, choose properties, choose desktop , change the background to none and apply.
Restart and change the background back to your wallpaper.
But you say that the desktop tab is missing
Try this fix
http://www.kellys-korner-xp.com/xp_tweaks.htm
Fix #128 right
Restore Desktop and Screensaver Tabs
http://www.kellys-korner-xp.com/regs_edits/desktoptab.reg
Then try this if needed
#16 Left
Active Desktop Enable or Disable
http://www.kellys-korner-xp.com/regs_edits/activedesktop.vbs
First use it to disable, restart computer and use it to enable.
To use the Regedits: Save the REG File to your hard disk. Double click it and answer yes to the import prompt. REG files can be viewed in Notepad by right clicking on the file and selecting Edit.
To use the VBS Files: Download .vbs file and save it to your hard drive (you may want to right click and use Save Target As). Double
click the vbs file. You will be prompted when the script is done.
NOTE: If your anti-virus software warns you of a "malicious" script, this is normal if you have "Script Safe" or similar technology enabled. These scripts are not malicious, but they do make changes to the System Registry.