desktop background won't hold

I am trying to change the background on a desktop; just the same old thing I've done a thousand times. I put the image I wanted on floppy, browsed to it on the new machine, and it works fine, but it won't hold the image on reboot; it always goes back to the original desktop. I look in the "backgrounds" and the image file is there; why does it always revert back?

I haven't done this in ages, so maybe I'm doing some idiotic thing wrong....

 

Transfer the file to your hard drive, then browse to it, Windows should be able to find it then on reboot