Wallpaper changes in Win95 don’t hold

I am working on a couple of older Win95 (a version) that will not hold a chnage in wallpaper. You can change the wallpaper but when you reboot the machine it reverts to the original. These machines have not been setup with policy files so I know it must be a registry key that is set but I can’t find the key I need to change.

Can anyone help?