Windows NT 4.0 System olicy Editor

I am using a windows nt 4.0 domain controller with windows 2000 professional clients. The problem i am facing is that if i am creating system policies they are being implemented properly on windows 2000 professional clients but the desktop wallpaperspecified in the user policy is not vissble on the client side, If i see the windows display properties afrter logging in it only shows the name of bmp or jg file but it is not getting dislayed . Can some one help me please