Cant change wallpaper

First check "Prevent Changing Wallpaper" policy in Local Computer Policy:
Click Start/Run/ type gpedit.msc
In the left panel, navigate to User Configuration/Administrative Templates/Control Panel/Display
Click the yellow folder of Display and in the table in the right panel look for the policy "Prevent Changing Wallpaper". This policy should be "Not Configured". If not then double-click it and check "Not Configured".

First check this one and let me know the result

I tried that and it an error message popped up and said it could not be found.
I have Windows XP home edition. I also found out I have extemely long
shut down times now as well. Any help would be appreiciated.
Thanks
MDS

Did you scan your PC for viruses and spyware? If not then scan it and tell us the result

Sorry
I cant believe I did it but I replied to your message through the report button.
I feel like an idiot and I hope it doesn't cause any problems.
Sorry
MDS
"I have adaware,spybotS&D,Trojan remover,Spy sweep, and Norton Antivirus. I am having other problems as well(slow shutdown,Avant browser glitches, general slugish performance) so I might have something and cant find it. I am going to install XP on another harddrive and dual boot that and transfer my important stuff over. Thanks for the help and I appreciate you giving your time to answer my questions.
Later
MDS"