Run-->Regedit

HKEY_CURRENT_USER--> CONTROL PANEL-->Desktop

The Original Wallpaper store location in XP by default àC:\Documents and Settings\User\Local Settings\Application Data\Microsoft\Wallpaper1.bmp

The Original Wallpaper store location in Win7 by default àC:\Users\Username\Appdata\Roaming\Microsoft\Windows\Themes\TranscodedWallpaper.jpg

If the image is copied from network source then Converted Wallpaper key will also appear

The Wallpaper store location if background changed by Mozilla Firefox à C:\Documents and
Settings\User\Application Data\Mozilla\Firefox\Desktop Background.bmp

Win7 & WinXP  - The default wall paper location is C:\Windows\Web\Wallpaper