Wallpaper question

Looking for wallpaper help. When I download a WB skin, more times than not, the wallpaper will not load with the skin. In some instances, the wallpaper included is a .jpg file and I can't seem to get this to load via the display settings OR using WindowBlinds itself.

I should mention that I'm using Windows 98, don't know if this matters. Some skins do load the wallpaper, but not many.

Thanks for any help.