Ezio says: "Windowblinds works well with every theme but, of course, without the wallpaper so again the purpose of changing the appearance completely is defeated.
I suggest you do not accept any longer any uploads unless the wallpaper is included (one can change if he does not like it but the entire desktop is changed)."
The skins, themes, suites and wallpapers you find on this site are not "themes" in the Microsoft Windows color scheme sense. These are skins created by someone for a particular skinnable program. There are some artists whose work covers many programs thus creating a "suite" of skins. Often they will have a wallpaper available for the suite or at least a recommendation with directions where to find it. Most of the best wallpaper artists don't make many (if any) skins. Most of the best skin artists don't make a lot of wallpapers. Recently, with the release of WindowsXP, Windowblinds gained a few extra components that needed to be shown in the preview. In order to show the taskbar and start menu you have to use a screenshot which will inevitably show a wallpaper in the background. It's nice when the artist tells you whose wallpaper it is, but it should never be included with the skin unless the skinner created it or as a collaboration with the wallpaper artist.
The screenshot section is where people can show what they've done to their system with the various works and programs available here. Winstyles is a program that will allow you to make a screenshot actually become a theme and load itself on your computer. In both cases what you are seeing is the result of someone using the resources available here on this site. Individually loading a wallpaper, a Windowblinds skin, etc.
We could not require that a wallpaper be included with a skin submission any more than we could require that all skins be blue. I think you'll find that most NextStart skins include a wallpaper as do most Litestep themes, but not many other skins typically include one.
Customizing the appearance of your computer is a very personal thing. Some people like to change the wallpaper and the icons only, others go for a drastic overhaul that would make it hard to tell if Windows is even installed on their machine. For example, I'm using Windowblinds, ICQ+, Winamp and NextStart right now (Icons & cursors also changed). The wallpaper I'm using now is one of my own photos that no one else has seen and won't ever be uploaded anywhere.
Skin sites provide a varied and unique collection of ways to change how your computer looks. Ultimately, it's up to you to choose each element and decide how you will use the different resources available. Even a Winstyles theme may have skins for programs you don't use, or you might have a wallpaper that you wouldn't change for any suite of skins. The application of a wallpaper is so easy, and so fundamental to customizing your desktop, that it doesn't need to be included with a skin, just be available for download.
--- I said it would be a long response...