Background in Windows 2000

I have an IBM ThinkPad running Windows 2000. On my previous machine (same model/OS) I did not have this problem, but since replacing the old one, whenever I change the screen between LCD, Monitor, or LCD & Monitor, it removes the background. It isannoying. I can not leave it on LCD & Monitor, since I use a docking station, and it will not automatically send information to the monitor when I redock the machine.