Windows 7 Starter and Home Basic Editions donot come with the ability to change backgrounds or use desktop themes (Personailsation). This is not a fault with your system, it is the way it was designed to work by Microsoft. There are workarounds, see for example:
http://www.sevenforums.com/tutorials/47294-desktop-background-change-windows-7-starter.html
or,
Another option is to upgrade to another version of Windows 7 that does support these features. For the majority of home users, the best (and cheapest) version is Windows 7 Home-Premium. Remember though, that if you have a low powered PC, such as a netbook, you may take a performance hit by upgrading/adding features.
All answers and suggestions are provided by an enthusiastic amateur and are therefore without warranty either explicit or implicit. Basically you use my suggestions at your own risk.